The D9200 actually is auto switching. The only thing changing the connector on the back does is adjust the expected signal levels and termination. The options are 3V with high-Z input (suitable for more low-res arcade boards) or 0.7V with 75-ohm input termination (suitable for PC sources regardless of resolution).
The D9200 runs at 31kHz (VGA) unless it receives another signal to sync up to. Therefore, if it's not seeing a sync signal, it will display the "NO SIGNAL" message at 31kHz.
Check that you've got a signal applied. The video signals are not important, but the sync signal of course is. Use another arcade board or similar to test. It's possible that you don't have a monitor problem at all. Also check that the connectors are not damaged. All that switching may have cracked a solder joint loose or something. You can safely apply 15kHz to the "VGA" input on it; it just may be too dim or too bright, depending on the signal source. It should sync right up, though.