What you see on the HDSDR display is what is coming from the soundcard USB output and then decoded by the software. You will get some kind of HDSDR display even if the rx line output is not connected to the soundcard at all (or is unpowered which will effectively disconnect the rx, as you showed in one of your screenshots). The rx might still be working fine. I think you can determine if the rx is working by setting the LO with CFGSR and listening to the rx output directly, not using the soundcard and software at all.