Thomas,
Just to confirm clearly, from what you've said, you've done everything right with the programming. JMRI and the loco's decoder have responded as exactly expected so there's nothing wrong with your decoder and no compatibility issue.
You can do 'read all sheets' as was suggested. This is so you have a copy of all CVs stored in the roster entry on your computer so you may be able to use this to restore decoder settings if need be. It's not critical.
Your problem is getting mainline track power and throttle connected correctly. Trevor's advice looks good.
Regards,
Dave Mc.
