On my motherboard I have a solid white light on VGA where the 4 debugging lights are which stays no matter what, and I have either 02 or AE errors every time I boot.
This is a GPU issue. Not a CPU issue. If it was CPU it would be CPU or RAM that were lit up. Are you using one PCIE cable that pig tails to the other connector on the GPU, or are you using 2 different cables? I'd use two cables. You are plugging HDMI into the GPU and not the motherboard right?