Hi everyone, newbie here

I have a strange symptom with my new build. Starting with only one card, on the MSI Z170 gaming M5 mother board with a skylake i5-6400, I can not get the AMD RX 480 video card to work (no display, not detected, not showing in system manager, as if it does not exist at all) on the primary PCI-E 16X slot, it some how works if I place it in the secondary PCI-E 16X slot (only runs at 8X) or the third one (only runs at 4X).
On the other hand, with another nvidia GTX 1060 3GB video card, it works fine on the primary PCI-E 16X slot.
I have already updated to the latest 1E BIOS and driver for windows 10 64bit. Played around with all the tweaks mentioned in this thread, including changing PCIE Gen 1/2/3/auto, enable/disable 4G, enable/disable fast boot, enable/disable windows 10/8.1 WHQL, enable/disable IGD/PED. Has anyone seen any similar symptom like this too? Any advice will be appreciated.