I did some Googling myself and I would narrow it do to either a bad PSU or GPU. Are both of them new or are they used? Can you try both in another PC one at a time to see if one works & one doesn't?
I'm leading toward a bad GPU, since lights and hard drive starts up but I can't rule out the PSU based on your original information provided. Your best option is to test components in another PC or RMA both for good components.
If someone else has any ideas, hopefully they can provide it.