HRM-Pro not sending data Epix 2

Hello Garmin team,

My HRM-Pro is pairing and connecting to Epix 2 on both, ANT+ and Bluetooth. If I remove the watch from may hand there is no HR data shown on watch display. I checked the sensor status and shows "Disconnect" for a few seconds and then it change to "Connect". Still no HR data on watch display,  just "HR --". It looks it disconnects immediately after I leave the Settings menu.

Is HRM-Pro defective? I looked on Epix settings and I cannot find something to deal with sensors priority.