Well yours seems like a difficult issue. Which windows update are you on?
And I suppose when you have tried softwares to no avail, I can suggest that you
1. Remove your phone simcard/line and return it
2. Restart your phone by "Press and hold the Volume down and Power buttons at the same time until you feel a vibration (about 10 to 15 seconds). When you feel the vibration, release the buttons, and then immediately press and hold the Volume down button until you see a large exclamation mark."
3. If that doesnt work, you might have to save your settings (syncing to your microsoft account), backing up your data on your computer and then a factory reset. Sounds tough for such a small problem but if nothing works then this is the only solution. But take it only if no one else suggests a better idea in this post.
Hope it gets resolved asap. I had the Lumia 520 myself, amazing phone.