My understanding is they’re just unusual connectors for PCIe lanes. For example you can buy a cable that splits the x8 SlimSAS into 2*U.2.
I bought the “DiliVing SlimSAS 8X to 2*U.2 NVMe Adapter,SFF-8654 74pin to 2*SFF-8639 68pin Cable with Power, 75CM(Broadcom MPN 05-60005-00，CBL-SAST-0953)” and am successfully using a couple of NVMe drives.
As an example of how it’s “just PCIe” there’s even an adapter to convert it to a PCIe slot: SlimSAS PCIe gen4 Device Adapter 2* 8i to x16 – C-Payne PCB Design
Similarly with OCUlink, you can buy cables to convert from OCUlink to U.2: https://www.microsatacables.com/pcie-gen-4-16-gt-s-oculink-sff-8611-to-u-2-sff-8639-cable
There’s more information about OCUlink and how it’s essentially a better replacement for Thunderbolt at https://www.howtogeek.com/what-is-oculink/.