TS. This is because your bootrec is still on the old HDD, which you have formatted. Even if you clone to the NVME first, the BIOS can't find the bootrec record, hence, can't boot. What you need to do is to recreate the bootrec record in the NVME drive from the Command prompt in the recovery environment.

It is not a straigthfoward process. Next time, before you replace the an old drive. Always make sure the bootrec is in your new drive first.