I had one of those stories with Amazon last year. Bought a pack of patch cables. Never got them. Said they were delivered, but never showed up...
I've had things like that happen a lot, some Amazon as well as with other vendors. With how some companies do that swap from UPS to USPS once the package gets into the delivery zip code (to save shipping costs for the vendor), what you think is coming UPS ends up in your mail box.
My mailbox is on the street and sometimes the mailman doesn't want to get out of his vehicle and walk the 25 feet up to my door, so he prefers to stuff the package into my mailbox. I've also been not so politely told by the postal people that they value the safety of their drivers and won't go onto property where they don't feel safe. I have a fenced in back yard and I guess they just assume there's a big mean dog?
I have a large mailbox, but even with that, some packages end up sticking out to the point the door can't be closed. They shouldn't do that but how can you fight the USPS? The problem is that because my mailbox is on the street, people can drive by, see these packages sticking out, decide to slow down and take the package, assuming it must be something of value. I'm sure they decide that later, keeping or pitching in the trash, once they are safe at home.
The problem is, USPS says they delivered the package, but when I get home and check my mail, I say I never received it. Because I trust the government not to lie to me (OK, call me stupid), I can only assume someone drove by and stole my package. I lost two packages that way, but because I never received them, the vendor credited my costs. They had no problem doing that at all, so I can only guess this isn't uncommon.
I once got a car part from a vendor in China. I didn't know how long it would take, but after a month of no package, I told them I would prefer they just credit my card and I'd get the part from another vendor. A week later, the first part arrived in my mail box. So, because I didn't need too parts, I contacted the China vendor and asked if they wanted me to send it back or if they wanted to recharge me, because I actually did receive it. They said I could keep the part, saying they appreciated an honest customer. Also, it could have been lost in the return, and I'm sure they knew that. The total cost of the part was only about $10, and it took nearly two months to arrive!
Another time, I purchased an mp3 player. It was defective from the beginning and the vendor credited my account. They failed to give me an RMA, so I asked them if they wanted the defective player back. They said I could keep it, or trash it. It would cost too much for them to ship it back. This makes me wonder if some people get things for free by using either of these stories. Both times, I could have lied and got the packages as well as the mp3 player for free. Personally, I wouldn't do that, but I'm sure there are people out there who would.
Back to the CPU burning up, I think you have to go back quite a few years to when they didn't have heat syncs to burn one up. I could be wrong, but when they started getting faster and faster, they almost had to include thermal protection. I have an old Dell computer that I use to run a camera system in my studio. It has no thermal grease between chip and heat sync, because that was before they started doing that. The heat sync fan stopped working and the processor shut itself down because of overheating.
I couldn't tell what the error message said when it shut down, so I turned it on again, just so I could read it. Of course, it shut down again, but I was able to read those scary words PROCESSOR OVER HEATING that time. I panicked, thinking I had maybe damaged the processor by turning it on a second time. After finding the problem and fixing the heat sync fan, I fired it up again. It works great. The thermal shut down saved my ass twice, in about 20 minutes time.
Sorry for the long tail. I'm glad you found the problem. Building your own computers can be fun...most of the time.