I had similar problems on an old PC and monitor combination and it turned out to be a monitor compatibility issue. In the end a graphics card BIOS update was needed to cure things. It would definitely be helpful to know what you are using as a monitor and how it's connected.
This is my configuration:
PC ---> HDMI ---> Receiver (Onkyo TX-NR 808) --> HDMI --> TV (Samsung UE40D6500)
Hope this helps.
Given that's an indirect connection to your display device, what happens if you plug in the TV directly to the HDMI port? Do you have a DVI capable monitor you can plug into the boards DVI-I port? I've read about HDMI graphics display devices not showing BIOS Setup and POST screens on many occasions and a conventional monitor connection to the more established DVI port often gets around this shortcoming.
HDMI devices are supposed to be hot-pluggable but I've also read of cases where things only worked correctly if the devices were fully powered on and correctly connected before powering on the PC so try that as well (if it's not already the case). If your TV connected directly to the HDMI port still will not show anything prior to Windows loading, you could get in touch with Intel Tech support or even check with the TV manufacturer to see if they have any suggestions. Short of a proper fix, in the meantime it may mean plugging in a conventional monitor whenever you need to make changes to BIOS settings (either that or your jumper changing routine). You should be able to leave the optical drive as first boot device in the boot priority list for regular usage. This will mean that if nothing bootable is found in the drive, the next device down the list will be booted from. This means that once all your settings are configured as you want, it shouldn't be necessary to go into the BIOS again for a long time - not even to reinstall Windows.
Thanks Flying Kiwi for your suggestion.
When I connect my pc direct to the TV, I still have the same issue. I tested HDMI ports 1-3: still a black screen.
I will contact Intel tech support.