there might be other fuses associated with the DLC and OBD system. If you have checked those and all associated fuses then suggest pull up a wiring diagram of the DLC and OBD system. If you have proper power and grounds then the device you are using could be defective or just simply not compatible with your vehicle

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2001 E55

2001 E320 Sedan

2001 Subaru Legacy

2006 SLK280

2016 Subaru Outback 3.6