Just a quick thought. I've been using my X3L with VDI cable to use my JTV-59 for not quite a year now (since last May) and my Variax 300 for a few years before that. I had a weird occurrence a couple of weeks ago -- I plugged in via the VDI and it did not power up my JTV. I freaked a bit, then unplugged it and plugged it back into the X3L and it worked again. I think I did not have the connector seated properly (until it clicked) when it did not work. I think that's the only time.
I did have to replace my VDI cable last fall that I had been using for about 5 years. One night at a gig, I could not insert it into the JTV -- just one end of it had gone out of shape or something, the other end was fine. I compared both ends with the Neutrik connectors and could not tell a visual difference between the 2 ends, but one would definitely not plug into either the JTV or the X3L. That night I luckily had my charged up battery with me, so I used a plain old 1/4" guitar cable. I also carry my old mini power interface from my 300 in my guitar case, but the battery got me through the night with no problems, other than playing without the ability to switch the guitar models with the patch (boy do you miss that when you are used to it). I must have gotten the one end out of shape (packing it, gigging, stepped on it, whatever...).
The battery is not needed (or used) when using the VDI cable. The pedal provides the power through the cable. When I have the JTV plugged in with the VDI and turn on the X3L, I can hear a soft relay click in the guitar -- that's how I know it's getting power. That, and when I push the model button and the dial light comes on. When you plug in with the VDI cable you should hear (and feel) a click both at the guitar end and the pedal end. If that doesn't do it, you're right -- the problem could either be the VDI jack on the HD500 or the JTV -- physical or electrical.
On connecting to the USB interface -- you have to have a charged battery in the JTV and a 1/4" plug in the JTV 1/4" jack -- that turns on the battery. The USB interface does not power the JTV, so the computer will not recognize the JTV as a device without a 1/4" plug inserted. A lot of threads have been written here about that. I have never used the USB interface because I just use the X3L as the interface to the JTV -- plug that into the computer USB and use Workbench or Monkey to deal with the JTV. Same goes for the HD500 or Pro.
One other thing -- I hope you are using the VDI cable with the metal connector on both ends to hook to your HD500, and not the one that came with the guitar for the USB interface. You need the ruggedized Neutrik connector on both ends of the cable, or you're asking for problems mechanically speaking to either the cable or the VDI jacks. A plain network cable end fits, but is not rugged enough to take live use....
I hope it's something simple like not having it seated properly....