Updating firmware to get OWC Aura Pro X2 SSD to show via Macbook Air
The OWC installation video has the following caution message.

High Sierra has a firmware update. To install this update, there needs to be an working internal drive compatible with the existing firmware. The original apple SSD was compatible. The new Aura Pro X2 480gb SSD will be compatible once the firmware update is installed.
I assume you have not ever had High Sierra or a newer version of macOS installed on your Mac. I assume this true, because you state the Disk Utility on the High Sierra installer does not recognize the new Aura Pro X2 480gb SSD when installed in your Mac.
Trying to install High Sierra to an external drive does not solve your problem. The firmware that updates itself requires an internal drive.