Of interest is the MemOK button itself. You mentioned early on that you need to press that to get the system to cold boot.
Apparently this is a "MemOK!" button that is designed to overcome boot failures caused by memory incompatibility.
As far as I can tell when there is an incompatibility a LED labeled "DRAM_LED" should light up. Pressing "MEM OK!" is effectively saying "Yes, Motherboard, despite what you think the Memory is OK" and allows it to boot despite it's checks. I'm not certain 100% how it might interact with the system, but this could be why Cold Boots require such interaction- each time you cold boot you need to effectively tell the motherboard that it's OK. I would expect if nothing else it get's saved to the CMOS RAM, but that appears to not be the case. It might be worth verifying that the Memory being used is entirely compatible or on the QVL list for the motherboard.