Sorry to hear you're still having problems, unfortunately I'm also nearly out of ideas too.
Everything you describe up until the point where it says "Search for Vehicle Configuration" sounds normal and correct to me, which leads me to believe that your software is correctly installed and working properly, and that USB communication from your PC to your Lexia interface is also working correctly. (If it was not you would not get as far as reaching the global test screen, you would receive interface communication errors before that point)
We know its not your car since you have tried multiple cars, so everything points towards a lack of communication from the Lexia interface to the car itself. (The symptoms match exactly what I would expect to see if you forgot to plug the OBD-II connector into the cars diagnostic socket)
If this is the case it has to be either a fault in the cable from the Lexia box (round plug) to the OBD-II connector, or a fault in the interface itself. (Just to check, do all your cars have the OBD-II 16 pin connector or are you also using the 16 pin to 30 pin rectangular adaptor ?)
Double check that the round socket on the Lexia is pushing home properly, they can be a bit finicky - on mine I have to squeeze the metal tab right in and wiggle the plug various ways before it will push in properly - the metal tab should be able to click back out again and lock if its pushed in far enough.
If that doesn't help I think you must have a faulty cable or interface - I don't recall how long you've had it or whether you've ever had it working but after checking the cable from the Lexia to OBD-II connector thoroughly I think your next step is to get a replacement kit from the seller you bought it from. Sorry.
(Leave the software installed and ready to go for the replacement though - as I think you have that all sorted, so it should just be a matter of plugging the new one in and having it work)