Question GTX 1060 not being sensed

Feb 16, 2019
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So i just completed my first gaming PC build today. I was initially having some boot issues. I was able to boot for the first time initially by disconnecting the PCIe cable from the GPU and plugging the HDMI cord into the motherboard. So essentially I'm running this off integrated graphics. When I go into the BIOS menu, the GPU is not being sensed. I have tried to re-seat it more than once without success. The GPU lights are on, and the fans will spin when I plug the PCIe cables in. I'm not too experienced with this, but I've noticed that I will have a display with PCIe plugged into the GPU until I restart the computer. Then, there's nothing. Nothing from the GPU or the motherboard. The EZ debug VGA LED will come on, and then turn off if I try to boot with the PCIe cable connected. Here's a list of my parts. I really have no clue. Let me know if you guys need more information, I hope this makes sense. 😖

CPU: I7-9700K
MoBo: MSI MPG Z390 gaming pro carbon AC
PSU: Corsair RM850x
Cooling: Corsair h100i Pro RGB
RAM: Corsair Vengeance RGB 8GBx2
GPU: MSI Geforce GTX 1060