Why no audio when "Pure Direct" mode is set to ON

I'd double check your inputs on the Denon.I have outputted when i should have inputted,or depressed a button without thinking.

Also, check to see whether your settings for decoding is set to "Auto", "Analog", or "Digital". If it's in Digital, it may not register "direct", as it's the same as "Stereo" - meaning there's no direct. That may or may not be it. Also, check things like making sure "tape monitor" is not selected, which overrides your inputs and such. That's likely not it, but it's worth checking. Other than that, you have to go through the variables one at a time to try to issolate.
Good luck

I love my Denon's, but it is really easy to make a connection mistake or press a wrong button, just like Mitchell said.
Tons of features, plenty of ways to goof.
Start from the beginning, with manual in hand, go through the connections, then check your remote, for correct settings.