Welcome to the Dell Community  @thegreatramirez 

Sorry to say but the system board is the prime suspect.

You could try disconnecting the CMOS/BIOS battery.

Then pushing the power button for 10-15 seconds.

Then connect the AC and see if the light goes off.

If it does go off then it would be time to "Shotgun" the laptop.

I don't mean take it to the range and use it as target practice!!!

What you would want to do is disconnect everything from the system board except the power cable.

Then connect the AC.

If the light goes out then you know it is the system board.

If the light stays on you would disconnect the AC and attach one device at a time.

Then connect the AC.

If you attach a device and then attach the AC and the light goes out you have found the device that is shorting the system.

Alienware 17 R4 Service Manual:

https://www.dell.com/support/manuals/us/en/04/alienware-17-laptop/alienware-17-r4-servicemanual/before-working-inside-your-computer?guid=guid-5d3b1051-9384-409a-8d5b-9b53bd496de8&lang=en-us

I hope this is helpful.

Good luck.

Best regards,

U2