The last bad cpu I remember was an Intel P60 and the last one I killed was a Cyrix 233 after about a ~20% overclock and the hs fan stopped.
IMO, cpu death is not something to worry about...motherboard and memory and/or the compatibility of motherboard and memory would be where I'd begin.
Awfully good to hear the rma and return process went well...hooray for the seller.
I assume we can hear about the final solution as soon as ya have all the parts?