Are you running the newest version of firmware, 1.03?
https://www.pioneerdj.com/en/product/controller/ddj-400/black/support/#info
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Hello, I have a problem with mi DDJ-400.
When I connect the DDJ to my laptop the release fx and hot cue buttons are lit, but everything elese is dimmed, But it will still go on into Sleep mode, where all the buttons light up and shimmer if I leave it long enought.
I have tried uninstalling and reinstalling Rekordbox but it doesnt work, 
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Are you running the newest version of firmware, 1.03?
https://www.pioneerdj.com/en/product/controller/ddj-400/black/support/#info