PC doesn't start up with new Corsair AX860!

Hello folks, recently I bought a new PSU for my rig, I was using an AX850 and now AX860. The problem is that I can't get the PC to start up, the motherboard green LED shine but when I press the power button in my 350D nothing happens!



I took some pictures so you can help me see if I'm missing a cable to connect or something else.



Here you can see 24pin motherboard, 8pin CPU, and all SATAs (SSD and HD) connected (sorry for the dirt, I was waiting the new PSU to clean the case and stuff):







And here is the AC Power cable connected and also the ON interruptor on the PSU (''I'' position):







And finally the cables connected on the PSU itself, everything connected where it is suppose to be connected:







I really don't know what I'm missing, the PSU isn't faulty I can confirm for sure, because this is my second try to make it start up without sucessful, the first I received the PSU I thought it was faulty, so I returned to the store where I bought from and they tested, recorded a video and everything working without problems, so they returned the PSU to me and again I'm with this same problem.



If anyone can help I would be glad, sorry for my bad english.



Thanks!