Which step of the quest are you on?
I thought the radio thing was the very first thing, you couldn't even get Voice on the Other Side until you did that. So if you already have the quest, then you are past that step (which may have even been removed as a prerequisite). Voice on the Other Side's 'Step 1 of 2' tells you to "Investigate the Distress Signal", is that the step you're on?
The signal you are looking for is on the Glykon. Is the 'Presage' mission icon not appearing on the Tangled Shore? That's what it's telling you to do next. It is nothing to do with the radio in the Arms Dealer strike.
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Long story short. My tangled shores was never unlocked even thought I remember doing the mission + watching Cayde die. So i had to relive that again and then upon completing it and talking to Zavala and warlock lady unlocked that area for me to progress.
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Excellent :)