If both headphones work on another piece of equipment, and neither work on the NC then it's looking like the NC has a problem, unless both headphones are the same model from the same manunfacturer. Maybe you could do overnight shipping to the nearest store and ask them to follow-up? Or, if there's an electronics repair shop nearby maybe they can help convince B&N to just ship you another NC?
I'd start by searching the web for people having similar problems. Maybe if you can show it's a common problem B&N customer service will be more proactive.
Good luck. Your situation sucks.