I've been down a similar road with my Kepler Pro. Having some experience in Linux and Android device flashing, here are my ideas.
First, let's try to be systematic. If you don't see the screen changing, the device could still be operating normally if just the graphics system isn't working. However, in that case you should be able to detect the storage of the device when connected to a PC. So probably the operating system isn't working correctly. The fact that you heard the windows connection sound means that the device can still connect somehow. Check the devices in windows system settings for what the new device is named. In download mode (see below), the Kepler for example is named "SE Blank MEGREZ".
There are three ways to connect to Onyx devices for recovery:
1. fastboot mode (some key combination on boot)
Device can be controlled via fastboot protocol from PC; however all you can really do is reflash or boot an alternative recovery which won't help you.
2. adb mode (only activated when device runs normally _and_ you have enabled USB debugging mode)
You could do anything you want with adb, unfortunately you can't seem to get there (otherwise the device would be recognized as storage as well). Technically, a recovery kernel with adb would be possible which would allow to get your data without fully booting. I asked Onyx for it but they turned me down
3. download mode (some other key combination on boot)
This is what eventually helped me: you can flash individual partitions, so if you leave the sdcard partition alone your data should be preserved. You need a working mfgtool configuration for your device. Not sure how hard that is to get (I had a complete mfgtool package for mine), but the communication protocol is known, there is even freeware out there. But you have to know what you're doing...
Let us know if you find out anything, maybe I can help more specifically...