I think your best move would be to RMA the cpu because you don't have access to another board to test it out. If the replacement doesn't work in your system then you should look at the mobo next as the problem. But it sounds like the CPU is dead, for whatever reason.
-You could also try removing the mobo from the case and running it on an anit-static bag so as to eliminate the slight chance that there is a short causing your mobo to act up. This happened to me a few months back. My motherboard would have difficulties running my ram in dual channel mode for my corsairs, but would work fine with my kingstons. After buying a new board and running into the same problem I realized that the mobo was making contact with one of the screw 'anchors' and that was causing the problem. But I still think yours sounds like a dead cpu.