S2417DG Burn-in thing and constantly resetting

So I recently bought a S2417DG refurbished from the Dell Outlet. However, when I powered it on, it started showing these alternating colors until I turned my computer on and it stopped. This happens whenever I power off the monitor. It also still had the factory menu enabled and I saw an option for turning off the burn-in thing. I turned it off and disabled the factory menu (I read online we weren't supposed to have that) but it still does the color thing and now I can't access the menu.

Also, whenever the monitor looses signal or powers off, all of the settings are reverted to factory settings. So the brightness, colors, contrast, and all of my modifications are all lost whenever I turn off the monitor.

Any way I can fix this without returning it?