There are adapters that allow you to plug an M-key SSD into that A+E-key slot, for example that one: https://www.delock.de/produkt/64137/merkmale.html?f=s
They should work on most computers, but some machines have a whitelist of supported WiFi cards and ignore anything else you plug into the slot for the WiFi module.
It probably is illegal in the EU, but I have no idea whether it would be illegal in the UK, too.