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What is the theoretical-terminological difference between M.2, SATA, PCIe?

SATA : is a bus interface
PCIe : is a bus interface
M.2 : is a physical connector

If that’s the case, how could something be both SATA and PCIe at the same time?

Also, U.2, SATA and SATAe are all physical connectors.
Is SATA both physical connector and bus interface?

As I know, ATA uses IDE protocol.
SATA uses AHCI protocol.
PCIe gen4 uses NVMe protocol.
And something cannot be IDE, AHCI, and NVMe at the same time.
But how could something use different bus interfaces at once?