Hi and welcome to the Gigabyte Forum.
The power LED should be connected to the two outside pins of the three. If you check your manual it is shown in there. The negative(minus) is on the extreme outside then you miss one pin and the positive(plus) is on the next pin.
If in doubt about the FP_USB then just disconnect it for now from the motherboard.
Try it again and see if it powers up and the correct LEDs are on.