When your headset is having green light,then try looking into the lens whether you can see the desktop.
If you can see just the desktop wallpaper in pimax, it means that the PC is treating pimax as a monitor.
If that is the case then try this solution.
(for win 10)
Go to your display settings and go on multiple displays section.
You should see 2 displays named as 1 and 2.
There go to multiple displays section and go to advanced display settings,disable the pimax 4k and then restart the pimax without touching the USB or HDMI cables(Hold power button for 7sec).
I did the same in my case and it gave me message that pimax device is connected.
Please reply if this works for you otherwise contact support.