Replaced a bad pull chain light switch on a fan 5 light fixture. The fan and light fixture are both Casablanca.

Each of the two blue wires on the new light switch are twistedf to a black wire coming out of the fan All white wires (5) are twisted together and all black wires (5) are also twisted together. When I turned the wall switch on, the fan will run but the lights will not turn on.

Fan/Lights are controlled by a wall control switch. The wall switch for the fan/lights is a Tecmaster Ceiling Fan Dual Speed Control Switch that lets you turn the light on and off, and adjust the room lighting the full range of settings (dimmer) It also lets you turn the fan on and off and set the fan speed.

Continuity check on light switch with meter was ok. Getting power to fan since it works but don't believe the lights are getting power. Maybe problem with wall switch control. Any suggestions on how to troubleshoot and fix this problem?

Thanks.