Hi sebpil,
as you describe your problem, it sounds very depressed.
But head up, to my knowledge, you would be the first to fail.
Fundamentals of the diode on the board:
This diode is used for reverse polarity protection. It protects the MAX chip, which would be directly defective in case of reverse polarity.
You may be aware and pizman has already pointed out that over a silicon diode in operation, a voltage of 0.7V drops. Thus, the actual operating voltage of the 1st board is 4.3V. When building a daisy chain, the voltage of each board is reduced by 0.7V, the second 3.6V, the 3. 2.9V. According to the data sheet, the MAX7219 needs at least 3.4 volts for safe operation, including working indifferently.
There are two approaches here. The first is to control each board individually with 5V, then all boards work with 4.3V. The second approach is to remove the protection diode from the board and replace it with a wire jumper. Then all boards work with 5V.
In variant 2, it does not matter if the boards are supplied with voltage from the Arduino or from an external power source. I have a total of 14 displays active, including 8 and 6 in a daisy chain - no problems! Please make sure to connect the GND of the external voltage source to the GND of the MEGA for external voltage sources.
Also with me all segments were permanently displayed. Then I took the trouble to reload all solder pads on the displayboard, including the SMD chip. This stopped the problems.
So that no doubt arise, I also use the China clones of the MEGA and the display boards come from China. I think the problem is ROHS-compliant manufacturing, which does not allow for lead. I, however, only use solder with lead. It has the advantage that the solder joints shine and not shiny solder joints are cold solder joints. However, ROHS-compliant solder produces only non-shiny solder joints. In addition, the mass production should contribute to the fact that the temperature of the solder bath drops and thereby cold solder joints.
One should be aware that the low price of the MEGA and / or the displays has its causes and it may be necessary to rework something.
But: since I've finished the parts, everything runs smoothly.
You should read the following topics please, as well as your problems are described AND how to solve them:
https://www.mobiflight.com/forum/message/5466.html
https://www.mobiflight.com/forum/message/8932.html
https://www.mobiflight.com/forum/message/3705.html
https://www.mobiflight.com/forum/message/4229.html
https://www.mobiflight.com/forum/topic/618.html?page=1
Which way of problem solving you go is up to you. But inform yourself, decide and then act. If then no success should set, you send me your hardware and I bring it personally to running