Next step in troubleshooting would be to provide a known good audio signal to the sub when the car is on (and the sub’s power light is lit). You can use an audio output cable connected to an iPod or your phone, for example. If the sub works with an alternate audio source, then you know the issue is either the connections between the sub and the head unit or an issue with the head unit itself. If the sub still doesn’t work with an alternate audio source, then the issue is probably with the sub’s internal amp which wouldn’t be an easy fix. The internal amp can be defective even without the protection light going on.