Wiring Caseta D-5ANS-WH-R to fan LED light

Hi - I am trying to wire Caseta Model #PD-5ANS-WH-R to a fan led light . Here is what's going on: Round one:connecting neutral (White wire) with all the neutrals, I am capping off the blue wire since it's a single pole. I am wiring black(lutron) with black and red and red(lutron) with red, when completing all those steps nothing happens, not even the green light on the lutron turns on.Round two: So I decided to switch the red and black wires(lutron), I connected the red wire (lutron) with black and red and black(lutron) wire with red, and noticed the little green light came on but the light did not turn on. Can someone please shed some light on what I am doing and why it's not working. Side note: the fan blades are connected with another lutron that works as expected.

Being that the Fan is being run by another Lutron control, is the PD-5ANS-WH installed directly next to this device? If so there should be a jumped wire coming from the Fan control to this unit providing the power which then should be connected to the "Black" wire on the PD-5ANS. The other wire would then go to the light in the fan and should be connected to the "Red on the PD-5ANS. If this is how you have it, Test the lights in the fan by replacing one with a standard incandescent bulb if possible. It may be that the LED lights in the fan just do not have enough of a min load to operate as they should with the switch. May need to consider another bulb or the use of the LUT-MLC https://www.lutron.com/TechnicalDocu...94_LUT-MLC.pdf to provide more resistance on the line.