Here are some steps to troubleshoot:
1. Does it work on the table if you place your thumb over the two reference sensors (on the ear hook) and press the suspect sensor with the other hand (hold it between thumb and forefinger making sure to touch the polymer sensor)? You should see the appropriate sensor light up on the Set-up view within any application (assuming the connection is OK).
2. If this does not light up, please try one of the other sensors and make sure it lights up.
3. Try swapping the sensor tips between the working and non-working location.
If you get a positive result at step 1, it's possible the sensor tip is not touching your skin or scalp, but it is otherwise working. This can occur in a small proportion of users and can often be fixed by rotating the entire headset towards the left - tilt the ear hook forward which will move everything anticlockwise around your head (viewed from the top).