Something i noticed now when the light was off, is that one LED is RED, should it be so? - The LED that is green is closet to the mini-USB port, the other one is lightning RED... 
The red LED should not lit, in my board it lit when no 12V from PSU. In normal operation the red LED is blinking. If the fan is on then maybe some part of the board not receive 12 V.
The fan starts as soon I connect the USB to my computer, even without the PSU. It recognize the board on both the Windows and the Linux laptop as shown in my pictures.
If you had multimeter, try to measure the connectivity between molex pin to fan terminal. both 12v & ground. Visual check the solder pad of molex connector on bottom side. See if there is any crack in solder.
If all good then you need to send back the board to marto. But if you found crack, you can solder your self
& save time.