Numerous times in the past I have installed brand new solenoids only to have them not work. These were all brand new Volvo parts. Every one of them eventually came around and started working. Now why they do this is the real mystery, I don't know if it is a matter of bleeding them out or what but I have seen plenty of them do this. Like you, I pulled it back out, went over to the battery, put the case on the negative post and touched the lead to the positive post and everytime they would make a nice loud click. I now have a tester in the shop and it is just part of my diagnostic tool kit on overdrives. If I put in the bypassed tester solenoid and I have overdrive then it needs a new solenoid and if the new solenoid does not work right out of the gate then I simply run it until it does.

Mark