Good point, I was just responding to the direct request about whether miniPCIe SSDs existed, didn't think to check what the ports actually are.
I haven't followed it closely, but the ports do seem to have ended up a bit confusing to me. I'm looking at a Gigbyte H81N motherboard right now which has both an mSATA and miniPCIe ports, both keyed the same way. So the PCIe WiFi card can physically fit in either slot, but obviously will only work in the PCIe one. And other boards apparently have some slots will work with either type of card. So you have to check whether the slot is PCIe (and is that x2 or x4), SATA, or both, and then what the card is. I'm a bit surprised it wasn't possible to use the keying options to make things a bit more foolproof.
I think the 7720 has a couple of standard SATA ports, an mSATA port (I guess that's what you're using), and what is probably a mini PCIe x2 port for the WiFi card. Found a Dell Support question from someone accidentally trying to use a PCIe card in the mSATA port, which didn't work.
With mine (Latitude 5450), for storage it only officially has a single SATA port, so to make life simple I could have just replaced the HDD with a SATA SSD (or mSATA -> SATA adapter) and it would have booted fine. But where's the fun in that? I was never going to use the WLAN socket for WLAN (I have a phone for that), and being able to put in two drives meant I could keep booting from the old drive whilst getting the new one set up.
Brilliant plan, except for the bit about the BIOS not actually being able to access the NVMe drive.
Back to original question: video capture:
https://www.avermedia.com/professional/product/c353/overview
Not sure how you'd get the cables out nicely.