@Meddling-Monk I've tried both ways, minidp and microhdmi. Initially microhamdi would not work, loads of drop-outs, then after it started working, I seems it needed "activation" lol. Windows 10 updated, 21H2 (which is weird, I thought I was on 22h2). Another guy on reddit also has the square, but differently than me he was IN game, I it have when I'm on windows just, or, when I am playing and I bring any window with alt + tab. I believe it's some windows/amd driver ****** up, the guy on reddit did not answer me back with which card he's using.
The square is not that big, is tiny, but I can see clearly,
https://imgur.com/gallery/avQJhoc, it looks big because the pic has been zoomed in.
On the alien, the square shows up either way, hdmi or dp.
The only thing I did not try was formatting the pc. I wonder if I should send the g8 back or not, lemme adjust the alienware 1st to see. Initially games are looking better in the g8 by just adjusting things within display's settings. The alienware does not have the same level of color adjustments, or it might have, just in a different way as in different color bands.