A few weeks ago I built a new Skylake build, and I also bought the EVGA 850W P2. Long story short after 2 weeks of very stable, cool usage, one day upon pressing the power button the PC would not start. Checked the mobo, the CPU LED on the mobo was red. I RMA'ed the mobo, and nothing changed, I tried a EVGA 650W, nothing changed, today I got a replacement CPU and the computer works again.
 
So, I'm currently using the 850W even though I also picked up a 650W for testing. How likely is it that the PSU actually killed my CPU? (mobo might have been killed too, but no way of telling besides newegg accepting the RMA) Should I abandon this 850W and install the 650W to reduce the chances of the PC dying again?

Well, I'm on a new motherboard. I wasn't able to test the old motherboard with the new CPU. I did do a mild overclock (i5-6600k to 4.2GHz), but the temperatures were good (usually 40C under load) and I didn't change CPU voltages.
 
Even with the overclock, CPU failures are so rare that it has made me paranoid, looking for some reason the CPU died.

G.Skill Ripjaw V 3000MHz DDR4 (hasn't been changed throughout)

under such circumstances is more than unlikely that the cpu was damaged by the psu.
this is a very uncommon issue you had there, glad all got solved.
cpus now a days are really robust as long you don't fry them with too much voltage while OC'ing.