Pro NVMe adapter Does not fit ! ?

[zaius]

Yes. It would not have to be a very big one, (size or farad), just enough to stabilize the power to the NVMe drive. (Of course, my low level computer engineering days never included power supply design. We simply purchased pre-qualified units from major parts suppliers. So it may be totally unnecessary.)

OK, so more of an integrator.  Generally speaking, if it is too small it won't be able to hold a voltage against load, if it is too big it could have too much in rush current or not filter properly (electrolytic caps are far from an ideal capacitor).  Regardless, there is no free lunch.  Capacitors can only store power.  They can't produce power.