I think you mean Maximus Hero IX, not XI.
Memory modules should be purchased AND warranted in matched sets. It is increasingly unlikely to purchase non-matched modules and have them play nice together, however, since you are finding that one of the modules refuses to run even by itself, then I would suggest the following possibilities.
1) You are not using the correct slots for single and dual module operation as outlined in the motherboard manual. It matters WHICH slots are used for one, two, three or four module operation. Double check.
2) You are not getting the modules fully/correctly seated.
3) The bios version on your motherboard may NEED to be updated and probably SHOULD be updated to the latest version whether there is an existing problem or not.
The latest bios revision shows improvements to DRAM (Memory) compatibility, as do several previous bios revisions for that board.
MAXIMUS IX HERO BIOS 1203
Improved DRAM compatibility.
Fixed SAMSUNG M.2 device issue.
Fixed SanDisk M.2 device issue.
Fixed AMD SSD device issue.
Fixed SteelSeries Keyboard issue.
Update CPU MicroCode.
You only need update to THIS version, not all previous versions. Latest version contains all previous versions as well.
https://www.asus.com/us/Motherboards/ROG-MAXIMUS-IX-HERO/HelpDesk_BIOS/
4) It's MOST likely though, if updating the bios does not correct the problem, that the motherboard is to blame. I would try the bios update first, and then RMA the motherboard if the memory still fails to work. It is highly unlikely for three successive modules to not work. More likely is a bad board.
If you cannot get ANY modules to work now, and cannot boot the board, you should still be able to update the bios as that board supports ASUS Bios flashback, which will updated the BIOS from a USB drive without the need to be able to enter the bios or POST. You can find information on this procedure on the ASUS website or contact their tech support for assistance if you are unsure how to go about doing this. There are plenty of Youtube video tutorials on it as well.