XFX PRO650W won't turn on. Some questions inside.

Just a while ago I finished building my desktop designed for some college work.

Asus M4A89GTD PRO USB3
2 Ripjaws 4GB each
AMD 1100T x6
XFX 650w Pro

I was configuring the BIOS when the computer suddenly shut down. The front case LED was blinking in a strange way, and I feared the worst.

PSU won't turn on again.

In panic, I took out the HDD and the GPU and tested them in my older computer.

GPU fan works, displays no image.

Tried an old GPU and it booted without problems.

HDDs seem fine, could access and write with no problem.

However, there's no way to test the other componentes (MoBo, CPU, RAM, even a new DVD writer I bought), and I fear they might have died like the GPU apparently did.

This set was bought like 3 or 4 months ago in the USA (I live in Bolivia), and I could finally build it (finally all parts arrived, as PSU arrived just yesterday), just to find misery and disgrace.

My questions:

Is there any way to test the components? How high is the chance these components burnt like my GPU?

Is my GPU really burnt? Time for a new one?

All this stuff was bought from NewEgg, and the faulty PSU was the cause for this mess (it was DOA for sure). Is there any policy that might get my items back (a replacement) without having to buy everything again? (raising 400$ + wasn't easy, and it was lost in a second thanks to a faulty product)

If this faulty product took out something that wasn't bought at NewEgg, do they have responsibility over it? (My GPU, while not great, still costed money!)

Is there any chance my HDDs would fail in the future due to this episode?

Could the PSU and/or components be fine? I mean, there's no burnt smell neither there or near the MoBo.

Thanks in advance.