Update: I exchange my cooler in store since I still had the "30 days Warranty." Everything worked on boot up. I guess the RGB on that water block was DOA and i did open a support ticket for the issue.
Running into the same issue with the aio not lighting up. Did the same troubleshooting as OP and the only difference is my psu: ax860. My iCue detects the aio but the rgb lighting still isnt working. Seems like my only option is just to RMA it.