1. To change mode you have to hold down the "M" button, then push "M" to switch from a mode to another one. If this doesn't work, that means you lost your tournament lock jumper on the grip, the red thing shown on this picture.
2. The on/off could be not screw enough to hold air in, or the tank o-ring could be worn, even if it looks alright. It's a cheap test to do.