HP Zx20 models:

The cable splits into two cables that plug into the system board. The cable header with three wires labeled C26 plugs into the blue connector labeled P26 USB 2.0 DASH next to the yellow connector. The cable header labeled C25 plugs into the connector labeled P25 USB 2.0 which is closest to the USB 2.0 DASH connector.

6 Thunderbolt 2 PCIe Card Installation