I managed to get into the bios by rearranging the sata cables again. I noticed that "Fast Boot" was checked (I must have set it sometime before doing my cooler upgrade). That explains the missing splash screen. Anybody know how you get into the bios setup when fast boot is enabled?
The way to do that is by accessing "Power Button Menu". See below for details
The Power Button Menu can be accessed during power on if the user presses the power button and holds it down until three short beep sounds are emitted by the board piezoelectric speaker. The BIOS will display the following prompt and wait for a keystroke:
[ESC] Normal Boot
[F2] Intel® Visual BIOS
[F3] Disable Fast Boot
[F4] BIOS Recovery
[F7] Update BIOS
[F10] Enter Boot Menu
[F12] Network Boot
[F3] Disable Fast Boot is only displayed if at least one Fast Boot optimization is enabled.
That answers my question, thanks!