Does only boot with internal graphics and VGA connected

I did setup a new Hackintosh system. My setup is:

Mainboard: Gigabyte GA-Z170-HD3P w/ 16 GB RAM, Intel i5 6600k
GPU: XFX Double D R9 280X Black Edition OC 3GB
WiFi and Bluetooth: ABWB 802,11 AC WI-FI + Bluetooth 4.0 PCI-Express (PCI-E) BCM94360CD
Monitor: Samsung U28E590D 4k

About my Mac

I've installed the system with UniBeast and MultiBeast. Did only fix the shutdown issue with Clover Configurator.

My system won't boot when I connect the Samsung with Mini-DP or HDMI to the GPU. I see the clover boot menu and the Apple logo on boot. Then it stops. It always stuck at "Thu Jul 20 21:29:32.862 <kernel> Setting BTCoex Config: enable_2G:1, profile_2g:0, enable_5G:1, profile_5G:0" which is a WiFi message, nothing related to the GPU. There is also nothing around that log message related to GPU.

It does startup connected to the Samsung per Mini-DP as well as HDMI in recovery mode. And it does startup very well when I connect my old 1080p monitor to the VGA port of the main board and set the BIOS to use IGFX. Even the HDMI of the main board does not work at the Samsung monitor.

Any suggestion welcome!

BR, Alex