Have you tried the lamp unit with other batteries? (if you have other DX ones)
I’ve had 2x dx lights already, one I still run and the other I sold so tried a different battery and all I get is a brief flicker of the led when connecting a battery (checked with a fully charged one) and then nothing, no colour on the switch and no response to pressing it.
I’ll look into the returns, but was of the assumption I’ll need to pay the return postage?