Cases like this are very dangerous, the only way you could do is test on a cheap motherboard, cpu, boot drive and nothing else or send back to rma, i would send it back.
Also make sure power supply socket is grounded.
Thank you, I will try to send it back, I bought it from amazon, perhaps they will replace it.
It is grounded, yes.
If I test the gpu on this old mobo I got, is there a risk of it damaging other components?
All 3 GPU's plugged into the mobo?
Likely related to drawing too much power through the PCI slots (Combined draw could be 250+ watts depending on your voltage level for the GPU's)
No, I had connected only 1 gpu (the GIGABYTE RX 570) to test for a few days, only, it didn't last even 24 hours.
Why would it draw more than it needed? It had its 8 pin PCIe power connector, I didn't overclocked it or changed the BIOS or anything, it was stock with the drivers it came with, in a CD-rom. Power supply is rated at 850 watts