Then the next step is to try a different GPU here.
Doesn't have to be a higher/newer model, just one that works with the board for use of confirming it working or not.
As to this:
This is a possibility in itself, if the cooler you are using is somehow messing with how the CPU is interacting/interfacing with the socket you'll have to solve that problem.
Uneven pressure on the socket can cause headaches like this. Be sure the cooler isn't trying to sideload it's mounting pressure to one side due to a bad/defective mounting system or for some other reason, including (I must say this) "User Error" and don't think I haven't been guilty of that before because I have.