If the everything work with the CA, then the issue is likely with the Anthem. Assuming the unit is not defective, then you should continue to play with the settings. I suggest you try a factory reset one more time, follow the instructions (good luck finding it) to the letter. If still no go, then focus on things related to input assign, and outputs etc. There should be two HDMI outputs, have you tried both, or even the analog I/Os just to see if those work? You can also try another HDMI cable, though if the CA works, you would think it is not the cable, but you never know..
Honestly, if you are within the return window it may be time to just get the money back. I learnt my lesson after "upgrading" from a very powerful AVR-4308CI to a pre-pro and then a flag ship pre-pro only to find there isn't really any audible benefits. They have so much features = numerous hardware/software jammed in one box and I probably use less than 75% of the functionality/features. Everything I need do work well, but I would never know if everything I do not need or even tried, work as well. Now I see no reason to upgrade my pre-pro again unless I can find a previous year model for less than half the original list price. If not, my next upgrade will be a cheap last year model AVR, no pain, no lost if and when it needed to be upgraded again for whatever reason. For HT, even if a flag ship pre-pro does (and they do not) provide audible improvements over a good AVR, it will be too subtle and mixed up in the mix to be noticeable for HT enjoyment.
Pre-pros like yours are even worse as they don't sell too many, so you don't get the economy of scale benefits. As for support, I emailed them a few times in the past about my power amp and they responded to my first email without answering my question, then ignored my follow up email.
