Question about ASUS Rog Maximus Ix Hero

There is no such thing as an "HDD" or "M.2" password. But you can set a BIOS or UEFI PW. However, if you want to protect critical data on a hard disk, it is advisable to encrypt the corresponding hard disk anyway. With physical access to the hard disk, unencrypted data is always accessible, with or without a password in the BIOS. Low-level passwords protect access to the hard drive, but not the data itself. They are a time barrier, nothing more.