For anyone else getting the same problem, this is how I solved it:
I disconnected the satellite cable to Input 2, leaving Input 1 connected. I could then get a signal on Input 1.
Having then been able to complete the initial setup process, I did a Factory Restore. I don’t know whether the Restore was necessary, but I did it anyway (nothing to lose).
I then reconnected Input 2 and ran the setup process again, this time everything went as planned.
A bug, a glitch? Who knows, but it’s fixed now!