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EDIT2: Many thanks for the input. I can't comment yet so I'll edit my replies in here.

@Carl B - No tech support has been involved apart from the brief troubleshooting during the RMA so no help there. Unfortunately I can't return the mobo a second time as this really points to a user error of some sort which the guarantee does not cover. And yes, I think I'll go for another manufacturer next.

@Bon Gart - I am very much aware of the fact that things went wrong when I connected all three components at once. The thing is, I wasn't at all aware that I actually wasn't troubleshooting the mobo but instead something else entirely at that point. I didn't even imagine that one of the three components could be the culprit. I think I learnt my lesson on this part...

Is there any way to further troubleshoot the HDD or the DVD without risking any other components or computers?

EDIT2: Many thanks for the input. I can't comment yet so I'll edit my replies in here.

@Carl B - No tech support has been involved apart from the brief troubleshooting during the RMA so no help there. Unfortunately I can't return the mobo a second time as this really points to a user error of some sort which the guarantee does not cover. And yes, I think I'll go for another manufacturer next.

@Bon Gart - I am very much aware of the fact that things went wrong when I connected all three components at once. The thing is, I wasn't at all aware that I actually wasn't troubleshooting the mobo but instead something else entirely at that point. I didn't even imagine that one of the three components could be the culprit. I think I learnt my lesson on this part...

Is there any way to further troubleshoot the HDD or the DVD without risking any other components or computers?

E: Yes, I have checked and checked again the CPU power connector and it's the right one, believe me.

And I have also plugged and unplugged the drive(s) several times after the build decided to go dark on me the second time. As I mentioned, I have breadboarded my way through all combinations of components I could think of that should, in normal circumstances, at least boot into UEFI. This both inside and outside the case.

I have been through my fair share of computer building in my life but I have not come across anything like this before so i'm completely puzzled by this at this point