Brand new iPod Shuffle 4th gen - solid orange light, no sound, not charging properly?

Hey all, I recently fell in love again with the iPod Shuffle 4th generation and managed to find a brand new one - still sealed in the box - which I bought. I'm running into some issues though.

I plugged it into my Windows laptop (iTunes and Apple Devices software are both installed). At first, it wasn’t recognized, and Apple Devices prompted me to do a factory reset, which I went ahead and did.

Now, I can see the iPod in iTunes, and I’m able to transfer music onto it without any issues. But here’s the problem:

• I can’t listen to anything through the headphones - no sound at all.
• The light is a solid orange.
• I left it plugged in all night thinking it was charging, but the light stayed solid orange and didn’t change.
• I’ve tried different headphones just to rule that out - same issue.

Any idea what’s going on? Is it stuck in some weird state? Hardware issue? Appreciate any help or insights.