The problem I had was WMR kept saying my Reverb was not connected. Leading to this issue, I noticed that I was not getting any sound every now and then. Eventually the connection issue. With the new cable, all is good.
I would go ahead and get a new cable, no cost, and two day shipping to confirm.
By the way, if you return the headset, you will not get yours back. They will send you a refurbished headset and the timeframe to receive it is not fast.