Ahh.. Another possibility. I suppose the Sandisk cards might not be 5V compatible. Most CF-Cards seem to be, or at least all of the ones I have used here.

But perhaps the Sandisk cards want 3.3V instead of 5V? Maybe you can look up the exact models you have and find out from the internet?

If they do require 3.3V, then there is a hidden solder jumper inside the dual-CF-Adapter's enclosure. I opened mine up (four screws) and found it.

One can switch voltages by cutting and/or removing the small wire soldered between the pin 1,2 pads, and then adding a jumper between the pin 3,4 pads instead. This switches the built-in 3.3V regulator into the circuit, to supply 3.3V (instead of 5V) to the CF Cards.