Also, get your engineer to do the trouble shooting. State versions numbers for both VST Connect Pro and Performer. Mac/PC etc. Cubase/Nuendo version.
Ask him if the VST Connect CUE plugin is inserted in the correct Cue Mix channel and that the the channels he’s sending to you have their ‘Cue’ modes turned on. Is talk back turned on in control room. Are al the connections correct in control room?
If you start with a blank session as Puma0382 has suggested do you still get the same issue. If all this fails, get your engineer to PM me and I’ll run a session with him to try and help resolve. Usually, its something simple, and if not!!..