OWC Aura Pro X2 SSD or any other 3rd party SSD may come with no macOS installed. Therefore, when you install it, Mac will start and display a folder with a question mark because the computer has nothing to boot from. You need to boot into Internet Recovery ( immediately after you Turn ON your Mac and hear a chime, press the Command+Option+R keys. Hold until you see Globe spinning, and then you can release). Once there, go to Disk utility and format new SSD to APFS. Then exit Disk utility and from the menu choose Install macOS. Follow on-screen instructions.

But sometimes, the Mac boots into the old pre-High Sierra (pre-macOS 10.13) recovery partitions, the same macOS you bought your Mac with when it was new, like Mountain Lion, El Capitan, and Sierra. These older recovery partitions don't have NVME support, so they cannot see new NVME SSD. Older Apple SSDs were not NVME but AHCI. And because there is no NVME support in these recovery partitions, NVME support was only released with macOS 10.13 High Sierra; the system cannot see the new SSD.

The only solution is to create a bootable macOS USB drive. Instruction on how to do this is here on the Apple website. Please note that it must be macOS High Sierra or newer. 

How to create a bootable USB drive for Mac  
https://support.apple.com/en-gb/HT201372  

How to download macOS   
https://support.apple.com/en-us/HT211683  

How to reinstall macOS
https://support.apple.com/en-gb/HT204904

Once the installer is created, you can boot your Mac from it, access recovery partitions, format SSD to APFS format, and install macOS.

Alternatively, you can buy a macOS USB installer with Mojave from the link below. It does not matter if you wish to install newer macOS. Once you instal Mojave, go to system preferences, system update and update macOS to the latest version compatible with your Mac.

https://www.flexxmemory.co.uk/accessories/mojave-usb-installer/