Sometimes your tools just don’t work.
When I receive a new shipment of jumper wires I randomly test them for continuity.
Even reputable shops sometimes get a shipment with duds. Save yourself frustration and time by testing your tools before you begin prototyping.
Set your multimeter to audible continuity and place a probe at each end of the jumper wire. IF you hear a beep the wires are continuous and will function for testing your prototypes.