OK, after trying it again, I noticed that it did turn on. I just didn't notice because it was very silent and not as loud as when it is plugged into the PC.
Your only choice now is to try another power supply.
If all works with the different power supply, then RMA or toss the old one.
If same problem occurs RMA the motherboard.
a way to test the CPU is by taking it out along with the heatsink and plug all your power cables in this completes the circuit which allows the fans ot turn on
if your getting power out of your fans because the 24 pin is in then its probably the CPU i've had this issue. a simple swap for an e4500 and i was set to go