What is difference between PCIe, mini-PCIe, M.2 m-key and e-key connections?

Do PCIe, mini-PCIe, M.2 m-key and e-key use the same protocol but are in a different form factor?

If not, can I have the pinouts and the controller chip to convert PCIE to mini-PCIE and M.2?

Well "kinda sorta"

PCIe and mini PCIe and M.2 for NVMe use the same protocol. There's passive adaptors that will let you plug a M.2 card into a mini pcie slot) though I've never looked for the opposite. M.2 also has a SATA varient and Sata only M.2 slots exist - which won't be useful here

Since these are designed for wifi or storage use, they don't provide that much power via the interface.

A "full" PCIe slot provides much more power. There do exist adaptors that you plug into a NVMe or Mini PCIe slot that would take in 12V power and let you plug a 'desktop' card externally to a laptop or NUC (the GDC Beast is a fairly common one).

Likewise, there's adaptors that let you plug in a NVMe card into a x4 slot in your desktop to add additional NVMe slots (or ones which take 4 NVMe slots and split up an x16, where supported).

But yes, with a passive adaptor, you can plug in a M.2 PCIe card into a regular PCIe slot, and similar adaptors exist for Mini PCIe and something like the aformentioned GDC beast would let you do the opposite