Does using an connected NVMe drive use up SATA lanes?

No, there's a reason your slot says “SATA III” and not “NVMe” NVMe don't use SATA connectors at all, they use PCIe lanes Putting an NVMe

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can you win on slot machines No If, for example, your laptop only supports SATA drives then you won't be able to use a PCIe NVMe drive in that slot

can casino control slot machines No If, for example, your laptop only supports SATA drives then you won't be able to use a PCIe NVMe drive in that slot