I too had the same problem building my RS4 SS's 2 speed transmission, it did'nt shifted at all during the first few tries of testing the tranny. My mistake was that I installed the finger clutch cam in the right direction.

Before I corrected my mistake, I removed all the set screws and make sure that there is no binding in the finger cam, then I rebuit the tranny according to the instruction manual. Also check your tension spring, if the spring is already compressed replace it. Rebuilt your tranny according to the instructions. Don't forget to use locktite in the set screws.

Tighten (but not too tight) the 2 speed adjusting set screw and run the car for about 1 to 2 minutes, then unscrew the set scew 2 turns counter clockwise and check the response of the car if it shifts, continue unscrewing 2 turns, do not over unscrew, you might loose your set screw, spring and the small metal ball.

I hope, this will be a good reference point for you to follow, otherwise, you can drop an e-mail to Yokomo USA about your concern.