My bad, I got confused somehow, let's just say the cable management isn't the greatest in the case! I checked again, there are two separate cables going from the PSU that were connected to the GPU, they were both tangled up so when I briefly looked before it looked like they were daisy chained, the PC was built for me by Overclockers.
So that pretty much confirms it was the GPU itself that caught fire, as there are no smells coming from the PSU/cables right now.
So that pretty much confirms it was the GPU itself that caught fire, as there are no smells coming from the PSU/cables right now.