[Troubleshooting] Friend's desktop cut display suddenly, need help please

I am currently using a friend's desktop to play a game and the three monitors suddenly cut out and will not display anything, but the computer remained on.

Tried turning it off and on, the machine starts, but displays don't show anything. Additionally the keyboard and mouse are not showing any lights as they usually would when the computer starts up.

Would you guys have any advice as to how to start diagnosis of the problem? The owner of the computer suggested a bug or fly might have somehow got stuck on the GPU, however I checked it thoroughly and couldn't find anything that would be causing a short out.

Any help would be greatly appreciated.