You should have debug LED's right above the 24 pin power connector. What color are you seeing?
Red is typically CPU. I'd reseat the 8 pin CPU power, clear CMOS and try again. If that fails, download the latest BIOS and flash it using the flashback feature. if that fails, pull the CPU, check for bent pins. If it's okay, reseat and try again.
Glad you got it sorted out. For BIOS setup, just load your optimized defaults and if the supports it, load the XMP profile from the OC menu.
Just a few things for the future, or for anyone else following who may need help down the road. White is VGA, so it sounds like reseating the GPU may have been a solution. 5600X has no APU, so the onboard video is non-functional, you do need to have the GPU installed.
As for changing the boot drive priority causing a no POST, it shouldn't cause a CPU no POST. That should be initialized later, you should have been stuck on a white or green LED if the drive was involved, but it could of been some odd behavior with the IO controller on the CPU that caused what you saw.
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