Had the same issue and the solution is as follows:
- Using msconfig set the boot option to safe boot
- Reboot and load the BIOS (with MSI should be via pressing delete)
- In the BIOS, under Advanced Mode, go to settings, Integrated Peripherals and change the SATA Mode to RAID
Now I don't remember if you will need to reboot back to the BIOS or you can do the next step right away...
- Under the RAID settings (should be same location in the BIOS settings you went to step 3), you will need to disable VMD Global Mapping and disable any Root Ports Mapped (technically you only need to disable this for the boot drive, but probably easier to just disable all of them for this step)
- Now save and reboot to Windows and Windows should load in safe mode.
- Using msconfig set the boot option back to normal and reboot.
- Install in Windows, Intel RST and using that map the VMD ports and create you RAID array there.
Basically... While I am not technically savvy enough to know exactly what is happening, my understanding is turning on RAID mode usually just requires Safe Mode for windows to recognize that, however the VMD mapping is changing something with how the system sees all the drives as there is another layer of sorts between the system and the drive and windows can't figure it out automatically. By disabling the VMD mapping, the drives appear to windows in a way it can load (needs to be done in safe mode where Windows will update the necessary registry setting). Once Windows is loaded you can then run Intel RST to do the VMD mapping via their app which provides Windows with the correct drivers/info it needs to recognize the new configuration properly. - I am sure someone else more knowledgeable can explain technically more correct what is happening, but end of the day my steps should work.
End result should be getting your RAID set up as expected and everything running properly.