You're within the return window, no issue exchanging the parts. You might want to dig a little further first to see what's going on. Will it POST with a single stick installed? What are you seeing before it comes to rest on the yellow RAM debug LED? Are you seeing it cycle several times between red and yellow?
Going to yellow that fast tells me it's saying DRAM but really means the processors IMC not initializing. It's not training, it would cycle through if it was. It should at least be trying to train. I'd check the socket for bent pins. Reseat your CPU 8 pin.
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