Well I got my cheap mxm -> pcie adapter (Chinese mining thing "GPU Host v2.1"). I fiddled with it but no dice. Short and sweet is that is a whole can of not-worth-it-worms.
On a whim I reinstalled the p4000 into my M6600 and for some reason, it posted and booted like nothing was wrong. Really bizarrely I cannot seem to replicate it as of yet (HDMI was in). I do not need to replicate it for now I just have to get the card flashed. I have verified the p4000 works (at least once). Oh and BTW dear reader, it did not shut off after the post it just went straight to grub (Linux) on that one off. I shall fiddle with it some more and see if I can get it to work all of the time.