PCIe power when system off
Depends on the system implementation -- the specification calls out an auxiliary 3.3V rail that is present, in addition to regular 3.3V and 12V. The motherboard vendor may or may not have decided to implement that rail using a simple regulator from +5VSB. If they did, you'll get power on that pin, if not, no worries.

Simplest thing for you to do would be to not connect to the 3.3V aux pin(s) at all.