I bought a 2TB Samsung 860 EVO M.2 SATA SSD to replace a 512GB NVMe drive in my Dell Alienware Aurora R8 to get larger storage capacity. Will it work properly?
Per Dell specifications for the Alienware Aurora R8, both M.2 slots support SATA and NVMe over PCIe. While the spec sheet only states that it supports 1 TB, that's probably because it's the largest M.2 SSD they offer, and an M.2 SSD of any capacity should work in these slots. (It's true that there are systems with M.2 slots that don't support SATA drives, but this doesn't seem to be one of them.)
If the other M.2 slot is free, you may be able to install the drive in the other slot without removing your existing storage. Bear in mind that you're installing a SATA drive, so it won't be as fast or responsive as the NVMe drive.
Support information for Dell systems is always available by entering the service tag into the Dell support page.