I had this problem after getting my new MLR360R 5 days a go,Yesterday I installed Masterplus software and I woke up today and boom! no lights at all!
I was going crazy just like the rest of you, with no useful answer anywhere, but I think I was lucky to find the solution and I'm here to share it with you.
The problem happens when you install MasterPlus without updating the firmware first.
It's all because of the ARGB LED Controller Firmware update, follow these steps to get it to work again:
Uninstall Masterplus software.
Download the ARGB LED Controller Firmware from this link.
Run the ARGB LED Controller Firmware update tool.
Remove all the cables from the controller.
Plug ONLY the USB cable to the controller.
The ARGB LED Controller Firmware update software will update and the Controller will start working.
Finally add all the cables back and the LED will work fine.
These are the steps that I followed to get it to work again, after doing the firmware update now you can safely install the Masterplus Software to control the lights, also you will find that the Mirage effect will work (I have to admit that I don't like it).
I agree with you that it's all because of the lack of documentations and no usage instructions provided by CM.
But to be honest they said just that in the Masterplus Download page
It's just that we rush to control it using Masterplus and we forget to update the firmware first, I hope they provide better instruction about it in the future.
Anyway I hope I helped you fix this problem.