I tried to boot my Skylake setup without a monitor (cable) attached and it failed, up until the moment that I connect the monitor cable. It didn’t even (try to) load the boot loader from the M2 SSD. What I noticed was a flashing cursor at the top left corner, and only then did it load the boot loader from the M2 SSD. This is a serious BIOS bug.
1.) Can you boot (your Skylake setup) without a monitor attached?
2.) If yes, is that with an NVIDIA (or AMD) dGPU or the IGPU?
3.) Do you happen to know a work around for this problem?
Edit: It boots up with the monitor cable attached, even if the monitor is switched off – the BIOS may want to read the EDID and use the power from the DVI cable.