Disconnect the motor, then run the esc set up again. Then reconnect motor and see if its still running with out throttle input.
Check the connections on the plugs, since you have power going to the motors, I am assuming your positive and negative wires are ok, since you dont have servo signal and throttle control, your signal wire could be loose. Check and secure the wires.
If still doesnt work, then esc is bad.

Internal damage may not be visible, electronic components may be bad.