I seem to be having a similar problem spent all night last night with my very first zgemma box ever and have been faced with this issue from the word go!
I have read that many different comments regarding no signal on Star 2s I then wonder what remedy would end my frustration, I can confirm that my cables are all ok and in the correct places as advised and as a last resort re-made the connections as in stripped and fitted new F Connectors, i have tried these in my skyHD box and can confirm that the picture comes through on that so my existing satellite is aligned correctly.
It is really getting me down as I have purchased a Gift and cannot put it to use as of yet (not even picking up FTA)
Any help would be greatly appreciated