Stefan, i would have set the BIOS to Automatic for the PCI link speed and then read post #3 here: https://h30434.www3.hp.com/t5/Business-PCs-Workstations-and-Point-of-Sale-Systems/928-fatal-pcie-error-on-a-Z840/m-p/6207015/highlight/true#M17772
Often reseating the card can be enough. If that not helps, move the card to the second 16x slot if you have two processors.