No i do not...
Should I? I feel so green lol. I just don't want to ignore what might be a much bigger problem with a faulty psu
A PSU dynamic load tester and an oscilloscope are professional testing and monitoring instruments needed to perform a proper PSU test.
gave my psu a quick sniff now and there is no burning smell anymore.
If your PSU is installed to draw air from the inside of the case to the outside then some of the momentary smell would have been drawn through the power supply. If you're still using the power supply without problems then you can assume it's working properly.
Since the MSI TwinFrozr2 560ti isn't working then you can assume that is the device that the failure occurred on.