Sorry to hear about your recent Classe Sigma SSP Mk2 purchase which was a defect unit.
All Classe AV preamp processors (Sigma SSP & SSP 800) require each speaker configuratio, inputs, etc to be assigned to each individual profiles and input names. Setting up Classe processors are very different from say your Marantz AV7704 processor. If you never had any previous experiences setting up Classe processors you might find it a bit confusing the first time, but once you know how imo it would be easier than most Japanese AV processors or receivers.
But it seems like you got it set up correctly and done your part cause you said you got the video to work but not the audio. And you tried factory reset and everything and still no audio. Obviously it’s a defect unit. Could have been HDMI switching or board failure, dunno.
No wonder you got it real cheap and you said it was the Sigma SSP Mk2 (the latest version) which supports the latest formats and codecs eg Dolby Atmos, DTS-X, 4k video pass through, etc.
It was suspicious in the beginning why an AV processor that supports the latest AV formats was being sold for less than half of its MSRP or retail price and obviously this is still a current model (Mk2 version).