Is my CPU dead? Debug light says cpu issue, stock CPU fan wont run either, return period coming to an end, need a solution ASAP!?

Working on building a computer with the purpose of being a "retro Gaming Machine". no GPU, just 4GB of DDR4 Ram, a pentium G4400, an MSI H110 Micro ATX motherboard.

While ive built around 5 computers, this is my first build in a micro ATX. Everything seems fine, hard drive is spinning and working, psu is powering other things, motherboard seems to be taking power, and leads me to believe isnt fried, so im at a loss. Is the CPU Dead? Or is it the fan? Is there something i can check with? Should i just return the CPU and fan as a whole? Are there tests i can do to make sure all the parts are running indivdually? The EZ Debug Feature which has helped me many times is lighting up a constant CPU. Much Thanks!