Hi,
Assuming the head unit and boot CD device are original and have both been verified as functional, then that would suggest;
- The DIN cable plug is loose either behind the head unit or the boot CD device
- The DIN cable is compromised - maybe damaged at some point between the header unit and the boot CD device
If the head unit and/or boot CD device are not original then its possible that the boot CD device is not compatible with the head unit. I mention this as my '94 XJ40 required a completely different boot CD device compared to my old '96 X300 XJ6. Both cars had identical looking Alpine head units although I'm led to believe that there are differences - I needed to replace my '94 alpine head unit as the power supply had failed; rare as rocking horse poo! My XJS has a non-standard Sony single disc head unit.
If you have your VIN to hand, the Jaguar Classic Parts website will help identify the correct variants.