It's harder to confirm for laptops but you can refer to motherboard manuals to see if any of your PCIe-related slots go through a switch or not. For example, my current PC has a PCIe x16 slot, x1 slot, and two M.2 NVMe slots. It says everything is integrated into the CPU except the x1 slot which goes through the motherboard chipset. I don't see why any laptop would make NVMe go through a PCIe switch unless the CPU doesn't provide enough lanes to support everything supported by the motherboard. Even the at the lowest end, a dual core Intel Core i3-10110U
(laptop processor from 2019) has 16 lanes from the CPU which could support at least one NVMe without going through a switch.