Man, I'm sorry you spend $300+ on that Supergun. The company seems OK, but they have not been open about getting feedback on the design choices they made with it.
Since you are new here and people are being pretty direct, let me see if I be a little more, political...
1. The Supergun of choice on these forums is the Home Arcade System (HAS). It is well made, relatively inexpensive, and will work with just about any game anyone has thrown at it! (not the game Buccaneers though, seriously, f-that game!).
2. There are some other SGs coming out, from members here, that will also be game changers at their price points, something to look into in the future.
3. The ATP you've bought started out with a splash, but quickly got a lot of flake for blowing out the GSCART switch, which is a well made product and instead of working to figure out what was wrong, the company decided to blame the switch maker, a hobbyist who by all accounts, much like the guys on here, knows what he's doing (it was the ATP at fault).
4. It's hard to understand how something that costs so much can actually be not as good as a product that costs much less (the HAS), but trust us, it is. However, not all is lost...
5. Open that bad boy up, and take some pictures, detailed pictures, of the insides. Focus on some of the wiring. These pictures may help the awesome members of these forums to help you out with any technical problems. I'm not sure the company that sold you the ATP will do the same.
Finally, welcome to the forums. Don't be discouraged by your SG. If you get it working OK, it can still help you enjoy all these awesome arcade classics. People here just don't want you to damage your system or your PCBs!