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The changer must communicate with the HU and receive power. You need to confirm your connections are good. Connect a DVM to the harness and at least see if power is there.
The easiest way test the changer is do swap it into another car.
The connection is good for sure. It was friend's car and his changer came stock.
What bothers me is that when I open the slider the magazine stays in. I think it supposed to jump out, right?
The changer must communicate with the HU and receive power. You need to confirm your connections are good. Connect a DVM to the harness and at least see if power is there.
The easiest way test the changer is do swap it into another car.
I don't have the stock CD changer. I have a Rockford Fosgate RFX-8601 which will talk to the Bose HU. Mine has a button to eject the cartridge. It makes "shuffle" noises every time power is applied though.
It's still possible you do not have power going to it. Confirm with a DVM that the harness connector to the changer has +12 volts on it. I don't have my manual handy right now, but later I could give you the info.
Most equipment that does not power up usually has something simple wrong with it. CD changers have very intricate and fragile mechanics inside. Many of them plastic. Usually these little mehanical pieces will break first.