Before my Melco arrive, I've a Tp-link TL-SG3210 switch with SFP socket, and a Tp-link FMC MC220L working well with a set of SFP module and fiber.
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When Melco arrive, i unplugged the module from the FMC and insert to Melco, but it doesn't work, with LED light stay off. So i try a few other modules and fiber. After some experiments, i find if the Melco is connect to Tp-link FMC instead of the switch, it works and with all SFP modules on my hand. So it is the compatibility problem between the 2 gear, rather than the SFP module problem. Maybe there is some kind of handshake negotiation.
This is for my case, not sure if you are the same. Here is the modules i tried, they all works with Melco, if the other end is not Tp-link TL-SG3210.
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Now I use the FS SFP1G-LX-31, as i find it sound better than the 1SPF.com one, besides the module, it is also Duplex LC vs BiDi mode, and they use different kind of fiber, which may contribute as well.
Just note your FS mode should be same series as mind, yours is 40km "LH" and mind is 20km "LX". So i guess yours should be fine, Base on above experience, I think you can try another SFP socket device / FMC to test with Melco without changing module.