Are you running the most recent version of EndnoteX8.2 (on a PC). Check for updates in Endnote (in the Help menu on a PC) just to make sure.
What about the “update citations and bibliography”?
I would have changed citation style to Author-Date or similar, but you did that already, to ensure it was using one in your collection. But it if wasn’t, it should error message you.
I assume it doesn’t say anything? Does it run the update with the green bar? Do you know that the citation delimiters are matching those in the document (but the insert should use the ones set anyway).
Sounds like you need to call tech support.
Especially since it is happening on a new document.