XPS 8940 Power issue. not PSU

So my XPS 8940 stopped working one day.  If you plug in the power, you hear a click and no light turns on.  I assumed that the PSU had failed.  I ordered a new one.  Turns out that is not the issue.    

I have replaced the CMOS 3 v battery and tried all the tricks.  Removed the Ram, SSD, video card.  Hold down the power for 30 seconds and whatnot.

The weird part is, if I just plug in the 6 pin System Board Power - Cable.  Once I plug in the power, the fans turn on full speed.  The PSU LED stays green.  And if I hold the power button, the fans and PSU turn off.  The power button also turns it on no problem.  

The issue is once I connect the 4 pin Processor Power Cables (ATX CPU).  Plug it in, PSU makes click, no lights nothing.

Anyone have any idea?