Hi,
When I recived my 2820 NUC past week, I have the same problem, no HDD or SDDdetected by de BIOS.
The problem was a easy fix for me, someone in the Intel assemble factory have a bad day at the moment to conect the conectors of the hdd board; one of the pins of the conector on the hdd slot pcb that conects the SATA motherboard cable is bent and no inserted in the conector related hole, I took a little pliers and straighten it and all works fine.
Maybe yours can have the same problem... don´t loose anithing for chek it...
I hope that helps.