I am writing this from my new Xeon W-2275 workstation. All that was needed was a BIOS upgrade which were very easy to do with the ASUS Flashback feature. Create the BIOS/USB, rename the BIOS file as written in the manual. Plug it in, push the button, let it blink green for a few mins and there you go. I did have the CPU/memory installed but I don't think that was necessary. I think the only requirement was ATX power.
Much credit to Radium_Angel for the tip. ASUS own support gave the following answer:
"Q-Code DF is not a normal error code, this is developement use only. This code combination with red Q-lED light suggests a CPU problem.
After the troubleshooting you have already done, this problem most likely is the motherboard. Please contact the retailer where you bought your system from for warranty processing."
The last mobo issue on this forum that I read that had that error code was effectively that the mobo needed a BIOS update before it'd see the CPU, which is a troick because you can't get into the BIOS because it doesn't see the CPU...