@Arjen > Have you checked that your input assignment on the DDJ-SX hardware is set to PC and not one of the other inputs?
DDJ-SX controller worked well. All in a sudden, all decks are in 'thru mode'. It's no problem to load songs on the decks and all switches on the DDJ-SX work well. E.g., pressing <play> starts the song, the VU meter on the decks shows there is a signal, but no signal on the master VU meter and no sound at all (speakers or headphones). Checked all the settings. According to the serato manual, at the left top side of each virtual deck there should be a software switch to switch modes which isn't present. Also the shortcuts don't work.
Firmware is up-to-date, most recent version of serato. Mac OS-X (Macbook pro). Tried another laptop (also Mac OS-X), another USB cable, another USB port. Still the same problem.
Probably a hardware problem? There is another thread on this subject that came to this conclusion as well, but no followup on this.
Thanks!
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@Arjen > Have you checked that your input assignment on the DDJ-SX hardware is set to PC and not one of the other inputs?
As stated in the original post: I checked everything. So, yes the inputs are all set to PC. I have some additional information which may be of help.
Screenshot of serato-DJ with the four decks in thru-mode and no software switches in the top lefthand corner.

When I change the settings of the DDJ-SX to <other software than serato DJ> (via the utility settings with the <key lock> switch), the screen changes to what you would expect (see screenshot below). And all the switches on the DDJ-SX still work, but unfortunately, still no sound at all. Switching the DDJ-SX back to serato-DJ mode gives again the situation as described above.

Do you have the DVS plugin for Serato DJ?
The Pioneer DDJ-SX is not DVS Capable, so thats why no sound is playing "Throu" the Device. as i know the DDJ SX2 is Supporting DVS.