I have purchased a "new tested" hdd cable for a Mac on Amazon... I'm international, so just to be sure, I got 3! 1 of them didn't work right out of the bag....
It is a possibility that you got a faulty one, also when screwing it down on the case, those bends can be pretty tough on the cable/ribbon and kill it of its not just right.
First I would recommend getting another known good cable, test it with your hdd before screwing it down.
If still no luck, when that cable fails, it has been known to damage the motherboard in some occasions too, so that would be the second step. Going over the board - back side I believe - and checking for any components that look like they might have fried.
Good luck! I hope it's only another bad cable :)
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