Hello mate, it defantly sounds like they've aol you a dud transponder key and ecu. I think they've miss matched the keys. Everything you have done is spot on. The transponder is built into to the buttons side of the key so you can change the key part retaining the transponder code if that makes scence. The only thing I would sujest is to put you original reciver back over the barrell as there are 2 differnt ones and I don't know if they are interchangalbe. You don't need to change this part when fitting a new key or ecu anyway. I have a puma powered fiesta here if you wanted to send me the key and ecu to test it but it's a bit of a long way round. If you have used the new barrell with the new key and new ecu it's should start.
Also make sure you have the correct ecu. There are 4 types
Muff
Tape
Tape- puma racing
Dive
make sure you put the correct ecu back.
If you want to call me for some info or you can't read my bad spelling feel free to call me on 07985266042. Cheers