I have the exact same issue. I purchased my new DDJ-SX2. After using it for an hour (with no problems), I was told to update the firmware. I got the instructions online, it was pretty straight forward and then the unit shut down after using it for 30 minutes. Here are the details of the problem.
Running Serato with Windows 8
Verified the firmware was updated to 1.05
After the first shutdown, I attempt to switch the DDJ-SX2 on. It turned on but it shut off again after 5 seconds. I repeated this in between reseating the power plug and usb cable. Same result up to the point where none of the LEDs will light up.
Serato will respond to the knobs and buttons from the controller which was strange. So there's still communication between the two devices (controller and pc). But will not play music.
Tried reloading the firmware again. No luck. Older firmware doesn't help too.
It was very frustrating knowing its a brand new controller. I ended up exchanging for a new controller the following day. The firmware is on 1.04 . I am soooo hesitant to updating to the current firmware revision.
Pioneer Support - Is this a known issue with firmware revision 1.05? I am staying in 1.04 until the next firmware revision is available.
Please advise!
Thank you.