Welcome to NLG! Rudy's has had some delays in filling orders this year and many folks have had some problems. Their website doesn't get updated much anymore so it may show items for sale that they no longer have. You may want to contact them to see what the status of your order is. If it has been a few weeks might be best to cancel and get your parts elsewhere.
I'm not familiar with Sigma machines but hopefully others here will have some helpful ideas. You may want to tell us what model of bill validator you have, in case someone needs to know that. Many bill validators have a dipswitch so you can tell it to accept or not accept a particular bill. Normally you would have it set to accept all bill denominations.
Is this bill validator the original one that came with the machine, or do you think someone added it and tried to get it working? Could it be a model or version not compatible with this machine? Also, if the bill validator is an older model it may contain internal software that no longer works with the new-design bills we have in circulation now. When troubleshooting a bill validator problem it is best to only use $1 bills (in good condition), they are always accepted on a working bill validator no matter how old its software is.
Until you get the hopper working you might be able to disconnect one wire from the Cashout button switch to prevent it from causing the hopper to activate and try to payout coins.
Post as many photos as you want to, that may help others here to see or think of something to help. In particular, a photo showing the entire front of the machine helps to make sure we know what model it is.