Actually when it turns to white, there is no sound output at all
The Blue light (around 176khz output) should work on any single cable and is more than enough to give a flavour of what the HMS can do.
If you get the blue light, but still can't notice the difference against red light (pass through), then try a better cable (from HMS to DAC).
If there's no change with a better cable, or you don't have one to try, then maybe re-consider if the HMS is right for you at this point in your hifi journey?
Not everyone immediately hears the HMS benefits - and that included me at one stage (actually, I always heard a change, but wasn't always wowed by it)