Sorry for not responding sooner - I've only just noticed your post.
As an EW400 user myself, I thought your question was a bit odd, because I've never noticed the metronome not working in headphones (as long as MtrVol is not set to 0). The thing is, I normally have MtrVol (item 61 on the function menu) set to 0, because I don't like hearing the clicks when I use tap tempo, and I don't use the metronome on the EW400 in a live environment. Anyway, I set MtrVol to 100 and set the metronome going, and I could hear it okay through the speakers, and when I plugged in headphones, I could hear the metronome in my headphones (and nothing from the speakers, as all sound is cut from the speakers when headphones are plugged in - this is normal). I double checked with the output from the line out sockets, and the metronome appears there under all conditions (although when I use the line output to feed to my PA system, I typically set SP Mute (67) to off, as I don't normally want built in speakers and PA at the same time (although I have run both in some circumstances)).
So... I'm not sure why you can't hear the metronome in your headphones - if you can hear it through the speakers, it should go to your headphones when you plug them into the headphone socket - there's no way to change the audio output routing on the EW400 (unlike, say, the Genos 2, where you can route the metronome to one of the four aux outputs, so you can use it as a click track in IEMs, for example - very useful if you turn the drums off, or you are playing a style that doesn't have drums).
