15 R3, power button LED not flashing when charging?

Hi @imark00 welcome to this free user to user Alienware laptop discussion forum. This is not Dell Support. 

Please create Windows Battery Report to see if battery is charging and/or reached end of life. Windows 10 Battery Report: What It Is And How to Use It (lifewire.com) 

Support for Alienware 15 R3, Service Manual, Diagnostics. 

If such an event occurs on connecting a charger to a PC, you might be facing one of the following issues

• Loose connection to either the wall socket or the PC. You might want to recheck the connections again to be sure that everything has been connected properly.
• Largely reduced battery capacity. On repeated and prolonged use of a device, the battery capacity is likely to run out. You might want to replace the battery as soon as possible.
• Use of charger rip-offs instead of original. If rip-offs cost less, they also perform less and you are likely to end up spending more in damages caused by it. Always use originals.
• Presence of moisture in the circuitry. This is highly unlikely to happen but in the presence of AC the moisture starts doing funny things with the circuitry thereby causing precautionary restarts.

The thing is, at the beginning when the the charger is not connected (i.e on battery power), the light on the power button is amber but now it blue. 
And also at the beginning when the charger is connected (i.e when charging), the light on the power button flashes between blue and amber but now it also static blue.