So this says it has a sata3 connection but isnt the m.2 slot a PCIe connection? Do I need to buy an m.2 drive that says PCIe or will this one use the PCIe bus?

Depends how your m.2 motherboard slot is keyed. Most B+M and M keyed slots are supposed to be able to accommodate both pcie and sata interfaces.

Will this SSD work in a ASUS Z170-Pro motherboard which has an M.2 connector with an M key?

It works just great in my ASUS Z170 Pro Gaming AURA

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ADATA Ultimate SU800 M.2 2280 512GB SATA III 3D TLC NAND Internal Solid State Drive (SSD) ASU800NS38-512GT-C

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