Alienware 15 R3 SSD 3 seems to be extremely hard to remove, don't know why this came installed when I bought it it also has windows on it but that shouldn't matter. :
Solved: Alienware 15 R3 SSD - Dell Community
$29.51 | Dell Alienware 15 R3 WD Black NVMe M.2 250GB SN700 SSD Drive WDS250G2X0C – Tested Laptop Parts - Replacement Parts for Repairs