What channels are missing from your lineup ?
All receivers can have a 'no signal' flag up, and for a number of reasons. S ky boxes (especially earlier non HD receivers) had/have common failure of the tuners and power supplies, as a result of cheap build quality, whch would give the same 'no signal' warning.
The connector is supplied (at least the one I've seen) to suppress a large voltage travelling from dish to receiver. Though the best advice is always to disconnect - all - equipment before a lightning storm approaches and ride it out without television.