Well kyrios

You say you have built machines before, and you were using major brand name components that have quite clear instructions with them. That makes me think it was the CPU and not the build.

If you think about it, there isn't much of importance that you can connect to the wrong place. Sure, you might get a button or a sensor or possibly a fan wrong, but the machine should still boot

You were getting power and the I/O button was working. You had identified the speaker and connected it.

I guess the only thing I might have done differently would be to take the processor assembly to my local repair shop and ask them to test it (they charge about $8.50 for testing components), or take a chance and send it back to the supplier telling them it was a dud.