And the outcome is......a defective motherboard
After calling Corsair and determining that the cables are correct and will work all things pointed to the brand new Gigabyte motherboard. Called Newegg and they suggested I return it for replacement or refund. Refund was my option and a new ASUS Z170 Pro gaming motherboard is now installed and working.
Sort of
When it boots it ask for "proper boot media" (paraphrasing). I think it maybe looking for the SSD you people are posting about in other threads. My reasoning it there is a USB 3.0 port marked "OS SYS". I have a Western Digital WD3200AAKS-00V6A 320GB drive pluged in. I have to go into the BIOS and go to boot drive, click on the above drive (which is the only one showing) and then it boots up.
My question is do I need a SSD? If so what size and brand? Or is there a way to stop the boot up problem?
FYI I have read the manual and can not find any reference to this problem or fix.