Robin2:
I presume you are aware that the MOSI MISO and SCLK pins are in a completely different place on a Mega? They are pins 51, 50 and 52. And SS is 53. The SS pin must be set as OUTPUT for the Arduino to act as SPI master.
BobCatEndeavors:
Yes I know the pins are different.
But still you connect the NRF to the wrong pins? Strange...
BTW the high power modules need a separate power supply to function correctly.