202U, am I doing something wrong?

I’m trying to set up a remote switch for a siren, the siren works, when I wire it directly. The 202U responds has been programmed and set to hold, its power lights come on when connecting it to power. The relay lights switch on when hitting the programmed button on the remote. However, no power is being transmitted to the siren. I can’t see anything that I’m doing wrong, and I think this unit might be faulty?

I’m willing to return it and get another one from you guys, seems like a good design, either I’m doing something wrong, or this unit has an issue. I have a picture of how I have it wired, but I’m not sure how to link it here.

Thank you for your time.

As stated, our receiver are voltage free dry contacts, they don’t output power.
For a simple led application, see below.
You will need to jump wires.