I would keep os and games drive separate. I have 512gb nvme and 2tb drive for games.
No point in NVME drives for games, normal SSD will do, you wont notice the difference in loading or speed. But for OS nvme is a must, windows installs FAST and loading is also very quick.
better to buy a 2tb normal SSD than a 1tb nvme. 1tb game drive fills up FAST, 2tb is good compromise. 4tb is expensive still.
also wanted to add, my 2tb mechanical drive when used for gaming made hardly any difference compared to my 2tb nvme. Yeah games loaded faster and installed faster, but the speed difference was not worth the money. The games loaded few seconds faster, that was it. Rather wait those fee seconds and save £400. A good compromise is normal SSD, loading speed is not far off nvme tbh, i went nvme more for space constraints that speed. If i had room would just of got mechanical or normal ssd.