Apologies for telling you stuff you already know, but one has to cover those first.
Is it safe to assume that you are using DIN MIDI, and that the USB cable is physically disconnected ?
If you go to MIDI/CLK IN and select ON, does the ON flash ? If it does, it means it's not seeing the MIDIclock. If it does not, it means it's receiving the MIDIclock and something else is wrong.