Aurora R8, i9-9900k, 4 yellow flashing lights

Also, is that OEM Dell RAM or retail RAM in the slots? 

As far as I know the bios are up to date, but I’m not 100% sure. And the ram I also upgraded awhile back. Everything was working great till I upgraded the cpu.

I would try clearing CMOS, if that doesn't fix it, then booting with either the OEM Dell RAM, or just 1 non-Dell ram stick.  

@JoelAKPayne :

Memory failure is indication of motherboard failing to play nice with the CPU. Like you, I recently bought a boxed 9900K, maybe that same sweet deal from BestBuy. I was about to install it on my R8 but decided to just drain my custom loop to install in my main rig.

When I booted, I could get to BIOS but I had trouble enabling XMP. It kept telling me that the overclock profile failed. Furthermore, the system would hang before reaching Win10 screen.

A quick BIOS update resolved the issue for me (MSI MEG ACE Z390).

Try the CMOS method @r72019 mentioned. If not, it is as I feared a months back. The Dell R8 BIOS doesn't support 9900KS and by extension, 9900K that moved up factory stepping (Intel does that).

Here I pointed out the version of 9900K as having a Factory Stepping of P0 and CPUID 906EC.

Here's what it's shown on my custom rig:

CPUID is now 906ED

If our R8 BIOS is indeed locked to recognizing CPUID 906EC, then newer boxed 9900K would not be supported. What you can do is ask the community here for those who have R8 and 9900K, what is their CPUID. If someone comes forward and says he/ she has R8 with 906ED 9900K, then my hypothesis is busted and you can well think of a different solution.

Clear CMOS (disconnect A/C power and remove the CR2032 coin cell battery from the motherboard and discharge flea power). 

Is your BIOs up to date? 

I tried the CMOS, I tried putting in the stock ram. I even tried putting the old CPU back in and booting it up. No luck:(

I wonder if it is possible that you were unlucky enough to have bent some of the PINS on the motherboard CPU socket?  Bending the connection to the RAM could also create a RAM error situation.  Perhaps look to see if your PINS are straight? If that is the case, perhaps try a different RAM slot (different PINs). 

This can happen for example if you twist the CPU cooler/block from side to side, or push hard wiping off the thermal paste, while the CPU is in the socket. 

According to this,  9600K also has 906ED.  Are you saying you need a BIOs update to run a 9600K too? 

http://www.cpu-world.com/sspec/SR/SRG11.html 

So if you continually hit F2, you can't get into BIOS screen?

I know it's 4-yellow blinks and not the 3-6 mentioned below but maybe worth a try?

https://www.dell.com/support/article/en-us/sln309785/bios-recovery-steps-for-a-no-post-issue-on-alienware-aurora-r5-r6-r7-r8-and-xps-8910-8920-8930-pcs?lang=en

As an aside, you would need the 850w psu and liquid cooling option for the 9900k.

I would try that but now my keyboard and mouse aren’t powering up. 

Would try that but now I’m keyboard and mouse aren’t booting up with the computer 

@JoelAKPayne :

This is full article on BIOS recovery

https://www.dell.com/support/article/en-us/sln300716/how-to-recover-the-bios-on-a-dell-computer-or-tablet?lang=en

The CTRL key + ESC key combination can be used to trigger BIOS Recovery on computers where an external keyboard is the primary input. This applies to desktops, all-in-one and portable all-in-one computers. The supported keyboard types on these devices are:

• PS/2 keyboard
• USB keyboard
• Bluetooth keyboard - If BIOS has POST support for system-specific Bluetooth keyboard (It is not recommended for this issue).

Yes I have both those

Maybe you can snap a photo of your motherboard and all of the power/ signal connections to post here so that we can see if there's something disconnected.

What keyboard and mouse are you using? USB wired? USB wireless? Bluetooth?