Hmm hope it isn't the soldering on that socket. I'll probably have to ship it back to me to fix it if it is, as soldering that joint isn't an easy job.
Couple of things to try before getting to that point:
1) Pull the cable off of the header.
2) Scratch a screwdriver on the header pins to make sure there's a good metallic contact and there isn't any dirt or gunk on them.
3) If you have a small flathead screwdriver, push it into the little long thin gaps on the white header socket.
https://spellfoundry.com/wp/wp-content/uploads/2013/04/Crimped-plug-500.jpg This releases the metal clips so the white plastic part of the socket comes off. Look at the 2 pins, are they bent flat? If yes, try and reshape it so it looks like this:
http://www.newark.com/productimages/standard/en_US/4812344.jpg 4) Then reassemble and reattach cable.
Another option could be for me to post another blue cable to you. It's fairly easy to replace, you just need pliers to remove the 1/4" jack.
Don't worry if any of this is too much effort or goes wrong, email me and I'll arrange a return. Just trying to avoid you having to be parted from the synth!
Paul