Hello,
We tested exactly the setup you described here and can confirm that this is actually possible on the CueCore3

On our side we configured:
- Port A as DMX input
- Port B as DMX output
Then in the Actionlist we used DMX input these actions:
- DMX → Receiving → START → Playback →Jump →Playback 1 →Cue 1
- DMX → Receiving → STOP → Playback →Jump →Playback 1 →Cue 2
Every time we disconnected the DMX input cable, the playback changed correctly between Cue 1 and Cue 2.
We tested this on the latest stable firmware version 1.32.80.
Also, on our setup the HOME page correctly changes between YES and NO for DMX receiving status depending on whether the DMX cable is connected or disconnected. Since your HOME page still shows NO, even while seeing values in the monitor, I would recommend checking the DMX source itself and verifying that it is outputting a proper continuous DMX signal.
Here is attached the backup showfile we used for testing, so you can load it directly on your setup and compare the behaviour. The file is compressed as zip file that inlcudes the .tar file, so you first need to uncompress it and place the backup file inside the correct backup directory. After that, VManager should be able to retrieve and restore the showfile to your CueCore3.
If it is still not working on your side, please send us your backup showfile and we will be happy to investigate further.
Hope this helps!