I have the same problem minus the lights. I have gotten it to run using the default code example however using the simplerobot example nothing works. Furthermore it appears as if using the Jaguar class does something with the relay pins since one of the lights lights up next to the number 1 when I do something like this:
Code:
Jaguar * jag1;
jag1 = new Jaguar(1);
jag1->Set(1.0);
Wait(2.0);
jag1->Set(0.0);
At least lately that led has been lighting up. Noticed once before all the leds lit up so its some funky stuff going on. My first move at this point after trying countless things for weeks is going to be replacing the cable from the module to the sidecar. I'll post back to tell you if it changes anything.
Also I failed to mention using RobotDrive works perfectly. I use it with tank drive and two controllers. One last thing. Motors refuse to go full speed forward but will go full speed backwards with that config. It just started happening after working fine for a while. Don't know if any of these other things could be similar to what you are experiencing but I'm listing them just to find out if we could have a similar issue.
EDIT: Another note. I have had no success with SimpleRobot only with IterativeRobot. More strangeness. I don't see why it would be a hardware problem but none of this seems at all logical to me. I should also note my setup is EXACTLY like the getting started with frc control setup is. Instead of having 2 Jaguars with one on pwm 1 and one on pwm 2 I have 1 jaguar on pwm1.