Thank you for taking the time to post, and welcome to the Community.
I'm sorry to hear of the issue you've had with Alexa here, and would be happy to help!
In this setup, it is advised that you connect the Echo Input to the Wave IV directly via the 3.5mm AUX cable. Both devices are required to be connected to a power source.
From there, you need to setup the Alexa Echo Input through the Alexa app. If this is not discovering the Alexa device, I would advise that you try and unplug the Alexa Echo Input, wait 30-60 seconds, then reconnect this, and search again.
Please note, in this setup the Alexa app is looking for the Echo Input, not the Wave. Whenever you select this within Alexa, this will then feed that information back to the Wave via the connected cable.
If you are still having difficulties with this setup, please get back to me with the issues that you're having so I can assist further.