Most ThinkPads have a WWAN slot. In older ThinkPads, the WWAN slot is a mini-PCI or mini-PCIe slot. In newer ThinkPads, the WWAN slot is a 2242 M.2 slot.
On some models, the WWAN slot has PCIe lines, on others only USB is available. This page aims to clear things up and provide a central source of truth.
SSD in WWAN Slot
Some models can accept an SSD installed into the WWAN slot.
These models only have USB signals on the WWAN slot:
These models may be able to accept a mini-PCIe SSD in the WWAN slot: (need confirmation)
For these models, the SSD installed in the WWAN slot has to be SATA, because there are no PCIe signals on the slot. The WWAN card communicates via USB.
For these models, the WWAN slot can actually accept a 2242 M.2 NVMe SSD: