1. The DVR's HDMI is sending an HDCP signal, which the Slingbox can't handle, even for passthrough. If that's the problem, the solution is easy: Connect the DVR's HDMI output directly to an HDMI input on your TV. Confirm that you can view TV normally. Connect the 500's HDMI output to another HDMI input on the TV, so you'll be able to see the Slingbox video when needed.
2. The DVR won't output component and HDMI simultaneously. In that case, you could connect the Slingbox component output to the TV for local viewing. Unfortunately, this results in a slight quality reduction.
Thanks for posting in the forums! I'm sorry to hear you are unable to get a video signal on your television. Before you beleive it is an HDCP issue, I would check one other thing.
Being that you have HDMI and component to Slingbox and HDMI to TV, it could be that your input on your Slingbox is configured to component, instead of HDMI. If this is the case, you will not get a video signal on your TV. The reason is because it would be trying to pass a component analog signal through to HDMI, which will not work.
You can check this by going to settings and clicking on "configure inputs". Whatever input has the model of your cable box next to it, is what is configured. The easiest way to check this is on your computer. Below is a link to an article that explains how to find "configure inputs". The title of the article is not related to your issue, however, it does show where to go to find out what input you are using.
Here is the link:
Hope this helps!
The Sling Moderation Team