When you say that the Wraith Prism "Power's off" are you talking about just the Wraith's LED lights or the Fan itself stops working?
If the Fan stops working when the monitor goes to sleep you computer will shut down due to the Processor overheating. So you must be talking about the Wraith's LED light going off.
It is either a defective Motherboard or defective Wraith CPU Cooler or the software for the LED lights is not working correctly.
Open a AMD Warranty Request and see if they believe you Wraith Prism is defective or not. If it came bundled with your processor when you purchased the CPU then it should be covered for 3 years under AMD Warranty.