Ok by default all boards made today they have is set to the 1st Pci-e slot. So that could be the problem. Have you try any video card in it. Then set it to what ever you want it to boot too.
Found just that in the manual and tried it
Conclusion: need to check again, first try was not successful.
Problem is: my only available PCIe video card is water cooled and quite old, integrating it into the system's water cooling is a lot of work. And I don't want to do that with such an obsolete video card.
So I can only do a very, very quick peek into the BIOS before the video card might overheat and I have to shut the system off...
Update: now nothing works
I've apparently successfully set the default video to the internal graphics. But I still don't get any video output on the HDMI port!
And if I put the PCIe video card back in I don't get any output on their DVI port, either.
The PCIe card does not even get warm, so it seems to be completely switched off. Great...