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The 3rd X16 PCIe3 socket (the furthest away from the CPU) is connected to the PCH (platform controller hub). The two other X16 PCIe3 sockets are connected directly to the CPU.
The 3rd X16 PCIe socket is electrically X4, and shares bandwidth with the native M.2 socket, and everything on the PCH connects to the CPU via DMI3 which has a maximum data transfer rate of 8GT per second (giga transfers). In practice the maximum data rate of DMI is around 4GB/s, so quite easily saturated by two high performance NVMe SSDs.
I haven't tried a RAID array with two NVMe SSDs, as I personally think that RAIDing two NVMe SSDs is a pointless exercise on a consumer platform, as you are extremely unlikely to generate anywhere near the amount of traffic to the SSDs required to get the best out of the RAID array.
Having said that, I don't see any reason why you couldn't connect one of the SSDs to the native M.2 slot, and the second SSD in the NVMe RAID array to either of the X16 PCIe3 sockets directly connected to the CPU.
You can also connect a single NVMe M.2 SSD via the (hyper card) to any one the two main X16 PCIe3 sockets which connect directly to the CPU.
Keep in mind that doing this would rule out an SLI graphics solution.