My monitor only receives signal in a very specific configuration, I've tried everything to fix it.

Yesterday I attempted to build a £600 PC at home with parts I bought from Amazon. Here are the specs:
GPU - EVGA GeForce GTX 960 SSC 4GB
CPU - Intel Core i5 processor (previous model)
PSU - EVGA 600W
Cooler - CoolerMaster Hyper 212X
Mobo - ASRock micro ATX, LGA1150 Socket, Intel B85 Express
RAM - Corsair Vengeance 8GB (2*4GB) DDR3 1600Mhz

Now, when I plug everything in and power it up, everything seems to work perfectly except my monitor gets no signal. The mouse and keyboard do though.
I've spent hours reseating RAM sticks, resetting the CMOS battery, pretty much any solution I could find on the web. Out of the many times that I tried powering it up to test if it was working, it worked 3 times. Each of the times that the monitor received a signal was when my GPU was seated in the motherboard but not plugged into the power supply. With the exact same configuration that made it work, I shutdown and turn it on again to see no signal.
The conclusion I found was it only seemed to work on the first time after reseating and replugging everything in and while the GPU was unplugged from the PSU.
On the third time the monitor received signal, I took the opportunity to install windows, which in the process, made the system restart many multiple times with no problem at all. When I arrive at my desktop, I restart the PC manually, and it's fine. However, when I manually shutdown the PC, the monitor receives no signal once again when turning it back on.

I can't rule out that the problem is with the PSU being plugged into the GPU, because it doesn't work even when it isn't, only after reseating everything.
One thing I can kinda rule out is that it never worked while the PSU was plugged into the GPU. It seems that all the other components are fine, just something between the graphics card and the power supply causes the problem.

Sorry for the long post but I had to cover everything.

 

Hi adaam, sounds to me like there is a conflict with the card and the onboard graphics. Can you get into the BIOS and check if the onboard graphics are enabled?
Alternatively, download Speccy from piriform.com. That program will detail the graphics along with other worthwhile information about your system.