Chosen Solution

I have a MacBook Air Mid-2013 (MacBookAir6,2 A1466) SSD with a 256GB SSD and also a MacBook Pro Retina 13" Mid-2014 (MacBookPro11,1 A1502) with 128GB SSD. I’d like to swap the two SSDs between the two machines. Apparently both machines have the newer PCIe-based SSDs and not the older SATA ones. Does this mean they are compatible (both form factor and interface/protocol)?

I see no reason not to try. Both are new enough not to have the older SATA interface as you already know. While I know Apple has updated the SSD firmware a few times and has at least two sources for the part it will either work or not. If it does please let us know!