I had a very similar situation with a Sony CD changer. Went through like five different remotes, some even Sony, and none would work. They would control everything else (receiver, DVD, SAT, VCR, etc), but the CD changer refuse to cooperate.
I went back to the Best Buy store like 4 times returning remotes because they wouldn't work. They thought I was serial return scam artist or something like that. None of them ever managed to figure out the issue either so I feel better at least about that.
I finally figured it out when I bought my last remote.
My Sony cd changer had a user adjustable set-up function that gave me (I had no idea) a choice of using either an RF signal or an IR signal from a remote, but not both.
Well you guessed it, I switched it from the one it was on to the other one and of course any remote now works with it.
Your mileage may vary!