Unfortunately these devices aren't as simple as they seem, it will have a microprocessor that does all the smarts, one output of the micro most likely drives a small audio output stage, if you have access to an oscilloscope, scope the outputs of the micro and see if audio is coming out of it, it may be in analogue or digital, if digital you'll see a stream of spikes that will feed into a filter, you should see audio wave form on the output of the filter. Also worth checking the plug pack.
You may have a dry joint, a fault in the audio amp if it has one or the micro itself could be faulty or have a data corruption.
Depending on how much it will cost to ship it back might be worth doing that or try for a better refund and cut your loses.
