I don't recall if the A520 works with big box Amigas or not, as previously stated in another reply, but I'm pretty sure I used one with my A3000D. I don't have one to try with my A4000 now.
Check to make sure you're using NTSC with NTSC or PAL with PAL. The A520 will only work with those screenmodes and the appropriate TV or monitor.
Try cleaning the A4000 video socket and A520 connectors with deoxit or wd40 specialist (the one for electronics, not the penetrating lubricant).
Once in a while I come across a video cable with intermittent connection. Bend it one way and it works, bump it another way and it doesnt.
