Lightning Digital AV Adapter Not Mirroring

I have 2 ipad Retinas and both are not recognising that the Lightning Adapter that we purchased from an Apple Store at the weekend, is plugged in.

Both ipads are on iOS 8.4.

I have tried hard reset, also resetting the ipads completely to factory settings wiping off everything installed and that has made no difference.

Before that I went into settings and reset them all there too.

Is it a firmware issue?

How do I get the adapter to update it's firmware if it is not recognising being plugged in?

The model number of the adapter is A1438.