Yes there's a known issue with some of these AMD RX cards not working with a PC that has a legacy, aka non-UEFI BIOS.
At the least, you need to update the BIOS on your Sandy Bridge era motherboard and make sure the Legacy mode is turned off in the BIOS. Then it may work.
Probably the best thing you can do is use Google to see if there's a specific issue with your card. I do know some Sapphire RX 480 Nitro cards had problems with an older BIOS.
If you can return the cards, that would be Golden. I wouldn't recommend Crossfiring two RX 460 cards to anybody. Even if I didn't like them I still wouldn't recommend that Graphics card setup. You would be *MUCH* better off with a single RX 480.