It could be any of the above.
I'm assuming you have the DVD player going into a different input on the TV than sat. If so...
*Unplug the cables from the DVD player and plug them into the satellite rx. Select 'dvd' on the TV... do you get sound? If no, problem is with the rx. If yes...
*Unplug the DVD's cables from the back of the TV and plug them into the TV where you normally have satellite. Select 'satellite' on the TV... do you get sound? If no, problem is the input on the TV. If yes, problem is with the cables between sat rx & tv.