That rig looks pretty sad right now. I bet the shipper didn't take the extra steps to make sure it was padded properly. The busted corner proves it.
The pair of wires in the first batch of pics is the cooling fan to the AIO water cooling radiator. It should be connected to a 3 pin fan header on either the cooler pump/ heatsink assy. or to a fan header on the mobo. It looks like it was ripped out. Since it looks like there was a fair amount of violence going on inside of the case there is a good chance that the mobo is shorted out or a connector/ smd component is damaged/ ripped off of the board. The HDD disappearance could be due to a damaged PCB on the drive itself or the power connector. Either way the drive is trashed unless you can get the
exact PCB for that drive and swap it out. It is similar to what HDD recovery companies do to bad hard drives sometimes. They will buy an old drive just for the controller card. I don't know if this machine has multiple HDD's in a RAID setup. If so you need to take careful notes and pictures as to what ports the HDD's are connected to and reconnect them the same way. Otherwise you will have problems getting it to boot.
The MSI board (or just MSI for that matter) is not a good one. It would have been better if it was Gigabyte or EVGA. X58 is finicky (I own a number of them) but if you have the patience to deal with tweaking it then it will be fine. They were mainly troublesome in the RAM area where a stick would disappear from the system during a boot. Windows would recognize that it had say 6GB of RAM but it would say that 4GB was useable, etc. It was usually voltages or timings causing this.
Good luck with this basket case. You should get a full refund on this from the seller. He didn't pack it well IMO and the item is not in the condition of what you were buying. It's a shame that this happens. It would be nice is if eBay provided a tutorial on how to pack certain items up for shipment and make new sellers view it so people are more educated. It takes more than just tossing the item in the bottom of the box, sprinkling a handful of foam peanuts over the top and sealing it up. It seems a lot of sellers don't know how to pack things up properly because I have found a few of them (not by choice though).
I had this same thing happen on a 22" LCD TV I bought. It wasn't working (bought it that way because I knew what to do to fix it) but it was in good cosmetic condition (at least until he packed it up). After UPS played tackle football with it on its way from California to Florida the corner of the TV bezel poked through the box and cracked it. I showed him pictures and all. He was willing to give me a refund but only after I paid for the return shipping. I wasn't paying for anything since it wasn't my fault he didn't know what he was doing when packing it up (I was a bit more tactful than that when I talked to him) . He insisted that it was packed good and refused to cover the return shipping since he was going to lose money (not my fault). I had to get eBay involved and they finally emailed me a return shipping label. It doesn't sound like you will have to go this far with it.
DOS equis