I can't stand the covers for the slots. I have never had a problem with the exposed card and frankly, if a card is in the slot, not much is going to get in there. My experience has been positive. And, congrats on your new player!
I imagine you have tried a different USB cable. I would also try a different computer. I had problems over a year ago and it was the computer. I got all that straightened out and haven't any complications since.
Out of the box, if new, it is ok but really opens up, IMO, after a number of hours burn in. It needs this time for the caps to form and everything to settle. Normally at least 100 hours for it to start reaching the possibilities of what you will hear. I have compared it to some of the very best out there and I own a number of them, and it holds up extremely well. Time is what you need to give it. Not burn in for your head but for it. Then compare. I imagine you are using...
I have been using the ZX2 a lot lately and really enjoying it. Some of the best sound out there. . . now I find myself listening to the DX90 and thinking I am listening to the ZX2. Oh, the sound is different but no less engaging on the DX90! Wow.
I think that the sound continues to change past 300 hours. I have maybe 600 hours and I can hear changes, when compared to other, very well burned in daps to compare to. The sound becomes even more open, the background more black between notes. The transparency is excellent as is the bass response and precision. There is almost otherworld sounds with regards to the spacial cues.