Here are our recommendations:
1. Make sure you have the latest firmware for the server system.
2. Populate minimum memory on E1 and F1 only for testing purposes.
3. Ensure you are using validated memory.
4. Swap processors to narrow the issue.
I have done all step above, but led on Dimm_e1, e2, f1, f2 is always amber. Is it hardware issue?
To answer your question, your affirmation is correct amber LED means there is a hardware malfunction on the slot.