I signed up on here just to say this actually worked!
After a month of having to use my Harpoon RGB through USB and Corsair support trying to RMA my mouse I found this.
I have the exact same Motherboard/CPU as you. So I installed iCue on a different device and managed to update the dongle and mouse then pair them. Now it works properly on my PC!
It cant be a coincidence that I have the exact same model of Motherboard (Gigabyte Z390 Auorus Pro WiFi). This should be something Corsair look into as I'm sure we're not the only ones with this problem.
