Ouch. What I understand about this situation is with some motherboard's firmware, it requires you to have an actual monitor plugged into the primary display port that you have selected in the BIOS/UEFI firmware, which in your case it's IGFX. I have personally not had to deal with this problem as I've always used Nvidia which does not have this requirement of setting your primary display in the BIOS/UEFI to IGFX or IGPU, but from what I understand this is a thing with AMD graphics.
I think it has mainly been those small Intel NUC boxes that had a display plug in requirement in the UEFI which people would get around by using some kind of loopback device. Though, what was commonly used was either upgrading or rolling back the UEFI firmware to a version that no longer required a display to be plugged in. Since you haven't mentioned your motherboard model (other than being Gigabyte) I cannot search for that, so if you're up to it you can see what you can find.
There are also various HDMI display emulators plug ins that you can buy for under 10 USD but I have never used them myself. Google "CompuLab Display Emulator" for one. I have never used it so I cannot promise you anything.
As you can see I'm a retired developer and have no experience with dealing with present day AMD graphics cards, but I felt like telling you what I think regardless. Good luck on getting past this challenge.