Denim update, why can't I train 'Hey Cortana'?

My 930 has the same problem. At first, I thought this is a mic problem. But my camera, record and call speaker work perfect. I think it is a isssue of firware. Anyone can train her?
 
I know this is an older thread, but I just got a brand new Lumia 930 and was having that issue as well. After a few tries though, I discovered that you gotta make sure each syllable is pronounced very clearly for her to understand it. Also, you gotta train it with the phone right in front of you. Once the process was done, I could talk normally and Cortana understood just fine. Hopefully anyone else that sees this thread can try it and see if works for them.
 
Hey im having the same issue, i also tried setting my region and language to US, but the app thats needed isnt on the store anymore.