This is very interessting. Joe_intel sent me this link: What Enabling C6/C7 Low-Power States Do on the Core i7-4770K Haswell CPU - Are C6 and C7 Power States Worth Enabling on Haswell? - Legit Reviews
They also use a Corsair AX860i with a BIOS 0341. This version is not available to download, but now I have the newer 0344. There´s no information about a catastrophic power event at a cold system start. But if you have a look on the pictures of their test building, you will see the USB-Dongle of the Corsair AX860i is not connected. Also they have no discrete PCI-E graphics adapter.
May be the BIOS error message will not appear, if the dongle is not connected. I´ll test it today. If so, we can´t use the Corsair Link2 software until this bug is fixed. You will hear from me.