Do your homework and you'll come out fine. My guess is that HP does not make that kit available as an aftermarket option because there would be the risk of overheating your small box if it was used in the wrong setting.
Depending on your skill level you even could consider buying one of the 747933-002 adapters off eBay for about $15.00 and swapping in a proper 2-pin power plug end for that 4-pin white one. "Extreme" name, 30lb rated, and I'd set the box flat rather than on its edge if I did that. In fact, you could MacGyver the 2.5" SATA III drive atop the space for the assembly using 3M Scotch strongest double sided foam tape. When I searched for the SATA storage drive assembly kit for the Z2 mini G3,4,5 I found some that seemed good for you from the prior HP videos and if you got one of those and used this adapter I bet all would be fine.
Mag view of your M20076-001 SATA data/power motherboard-to-drive adapter: from the below HP pic of your adapter from HP PartSurfer I believe you'll have a 2-pin motherboard power header next to the SATA3 port (which is blue in the prior forum post picture of the motherboard edge there): The black power-plug ones use a 2-pin plug and 2 wires (+5VDC and ground). that is not for you it was from a EliteDesk 800 G1. One white end connector picture from the earlier adapters clearly shows a 4-pin plug end using only 2 wires. Note that in some pics the 2-wire power plug end is black and in some it is white. The 15 pin Male plug connector for power can be used for both 5V or 3.3V drives. The 7 pin SATA III receptacle connector supports system data applications. Earlier similar SATA data/power connectors used a single ribbon connector and this newer type is better without doubt. The Micro SATA connector is a 16 positions socket, including 7 positions with 1.27 mm pitch for signal and 7+2 positions with 1.27 mm pitch for power requirements. Pic of the critical adapter found via the HP PartSurfer for your G5 mini box (was hard to find): It seems to be the same or near identical to what is used in the pics from our above forum link. (56) 56 product ratings - SATA Splitter Power Cable 0.15m 4 Pin IDE Molex to Dual Y Female HDD Adapter. G3 and G4 HP Z2 Mini video appears identical to your video: Prior forum discussion on this issue for Z2 Mini 4G, and lots of it seems identical to yours: you just need to do more research and hunting. This does not mean that you can't do it safely. Thus, on a technical level related to power/heat adding a SATA drive with that kit is not a one size fits all issue, and thus my guess is that HP needs to provide it in build to order situations rather than as an after market option (BTO vs AMO).
#SATA TO MINI SATA POWER ADAPTER DOWNLOAD#
Download the QuickSpecs for your workstation (attached below) and there are cautions in there about what you can and cannot add based on the processor you ordered and the total power used/heat generated inside that small box box. It was a mistake to not order that as an option when you ordered your Z2 G5 mini, as you now know.