I've never had an issue with HEY CORTANA on my 950XL.
I assume that you have gone into CORTANA / SETTINGS and Turned ON "Hey Cortana" and made sure that CORTANA's Language matches the REGION set on your phone.
If you've done all the above and she still doesn't respond to HEY CORTANA then I'm stumped.
As you can see from attached images settings as you mentioned.
When i go to Cortana - Settings - Learn how i say "Hey Cortana".......It types in Phrases 1 just as i speak but does not go ahead to ask phrase 2. Just says "Say this one again"
I did that recently and yes, it asked to repeat few times but then continued till end. Should work if everything is enabled, need to be in quiet area for her to learn your voice.
I did that recently and yes, it asked to repeat few times but then continued till end. Should work if everything is enabled, need to be in quiet area for her to learn your voice.