Dell Precision T5820 - SAS Drive can't find cable connection for SAS Controller on PCI

I have recently bought a Dell Precision T5820 Intel Core i9-10920X, 32 GB, 1000 GB, SSD Workstation.

- One HDD slot is occupied with the 1TB SSD.

- The 2 lower Bays I installed a 8TB WD red 3,5 inch HDD and a 5TB 2.5 inch HDD.

- The last upper drive to the right seems only to have a SAS Connection.

Nowhere in the Manual is this mentioned nor any sticker on the Bay. No SATA Drive works there. So I bought a SAS drive and changed BIOS setting to "Raid One" as advised.

Now Dell Support claims I need a separate SAS Controller.

Most solutions connect all internal drives via SATA or SAS to this PCI Controller card, but in this workstation I can not see where these SATA connectors are, which I would have to connect to the extra Controller card, nor any type of SAS type of connector can be found. I took the Computer apart and on the backplane of the 3.5 inch bays I could also not find any SATA nor SAS connectors. it seems to be built in to the Motherboard. So how do I connect a SAS Controller card with a SAS Drive bay?

On some models of 5820 there seem to be connectors on the backplane, which you can change to 4 SAS Drives with connectors, but there are none in my Computer.

If you can't connect this single SAS HDD bay, why didn't they install 4 SATA bays from the beginning that works and only change to 4 SAS if you want to change the backplane? 

Or does the SAS Drive work though a SAS PCI Controller card connection without direct cable connection?

Does it have to be a certain model of SAS Controller card or setup?