I checked the fuse- I only saw one of them in the side panel labeled "audio".
It looked okay.

Nothing lights up/comes on- not even the ambient lighting for the unit when the headlights are on.

Is there another fuse/relay that I can check?

I hate this car...

 

The radio is covered for 3-years / 36,000-miles. Take it back and have it looked at.

You could always trade it in on another Chevy Aveo.

 

Hey, if it drives straight, and has a working audio system...

My requirements have all of a sudden become less stringent.