The PCI-e lanes from the top two PCI-e slots are connected to the CPU. The PCI-e lanes from the bottom PCI-e slot are connected to the PCH (chipset).
The CPU might be faulty. You could have bent or broken socket pins. Or a faulty motherboard.
Or something less probable: The first slot is connected via 16 PCI-e lanes, the second via 8, and the third via 4 lanes. If the graphics card has some problem in line 5 to 8, it might still work in the last slot but not in the others.