If you have visually checked everything and you still can't get a pitch, you need to determine if your pitch oscillators are functioning.
If you don't have an oscilloscope, you could check the coils with a digital VOM that has a frequency counter. If you don't have that, then place an AM radio next to the Theremax, tune the radio to a low place on the radio dial (off station) then adjust your coils in the Theremax. You should hear a whoosing or some kind of noise from your radio speaker as you tune the coils.
The coils are very very sensitive to heat. The tiny leads from the coils are soldered to the posts... when you solder the posts to the circuit board, the post heats up and melts the solder. It is reparable.. you have to pull the can off of the coil and solder the lead back to the post. Unless your vision is superb you will need a magnifying glass to see what you are doing.
You may want to troubleshoot your Theremax with Paia. They are very good about troubleshooting over the phone and, if worse comes to worse, you could send your kit to them and they will get it working.
Pretty much the troubleshooting is from one end of the circuit to the other.... you have to be sure the oscillators are all working, then tune them, and trace the signal.
You may want to check some of the Theremax threads... a lot has been written about troubleshooting Tmax's.
btw -- it took me four intense evenings of troubleshooting to get my Tmax working, so don't feel bad if it doesn't work at first. Hang in there, you will get it working eventually. :)