TL;DR Its the hama DisplayPort cable 1.8m that was added in the last moment and it either bad, making short-circuit with PC case or idk.
One problem with this Anti-Surge PCB is that it can't tell is it shutdown issue or boot issue as with simple DP reconnect or on/off via power strip cable(turning off display) we can reset that error every time. Now I understand why many of you disable this feature.
Back to the studio.
UPDATE:
The DisplayPort Pin 20 ProblemIt is the cable but more specific it is DP_PWR / Pin 20 issue which I never heard about.
For anyone reading this, please buy certified DP cables up to 3m/6ft like Accell or Insignia etc otherwise you will have problems. There are just 2 types: DP and DP8K, so don't fall for 1.x snake oil.