Are you using a non UEFI motherboard? If so this is a known issue and AMD has issued no statement around a fix. I returned my vega card.
I'm using EUFI motherboard. Previously I'm able to use my vega card other UEFI motherboard, but now I'm changing it from Z270 to Z370 motherboard in order to support coffee lake processor.
It's a shame vega can't run on non-EUFI motherboard.