Select Machine. If the X,Y, and Z coordinates display Zero, then the Zero Return routine has been completed. I've seen it many times where the Indicator LED is not being turned on, but never where all have not turned on. If the Machine Position is not showing Zero, make sure that the Feed Rate Override switch is not set to Zero, or to a very small number where the very slow movement may be mistaken with Stop. The Zero Return function is in two parts, Rapid Traverse speed to Dog that makes a switch to initiate a slow feed, and the Slow Feed until an Index Mark on the encoder is found. Many MTB force a set speed for this Slow Move that is not influenced by the Feed Override. Some don't.