Given your symptoms, power button not working, and LEDs (I assume power LED and HDD LED?) not working, you may simply not have the cables connected to the correct pins on the mother board.
It can be very difficult getting those tiny connectors on the correct pins, as well as the + and - polarity of the LEDs correct. Use the picture in the boards manual as a reference, and with good lighting, check the connections. You likely will need to remove all of them and start over. I would triple check the connections before blaming the case wiring and switch for the problem.
I use a 500R with this board, and it all works fine. BTW, on the 500R, the front panel power button, USB 3.0 connectors, etc, and all the wiring, can be replaced with one part from Corsair. I don't know if that is the same with the 400R, but it probably is. If you find that it seems that module is defective, you should be able to get one free from Corsair using their RMA system. You don't need to return the case of course, just indicate you need that part.
Regarding the front fans, it is possible that they are not connected to the power output of the Corsair fan controller, you should carefully check that. FYI, the front fans in the 500R case use special connectors that will not plug into a standard three pin fan header.