Did you check it at the spark plug cap also? A lot of times that cap will come loose or the wires will break off where it connects to the iginition coil wire. (The cap unscrews from the wire).
To be honest, the actual manual doesnt even list it in the items to troubleshoot.
The manual says to test the off/run switch, the key switch, the coil, the stator, and if all that passes replace the CDI.
Your next item of troubleshooting is the stator. I dont remember reading you had tested the orange coil wire for voltage when the bike is manually kicked. Did you do that yet or not?