Thought could be could to post a feedback here even after all this time, in case someone googles something similar.
It turns out it was the... CPU!
Tested the GPU, memories, PSU, Mobo (I had to buy another one!). Nothing worked, finally RMA'd the CPU. How unlikely, eh?
Hope this can help someone googling about this. Hopefully I didn't break rules by ressurecting this thread, please someone lock this?