Hi there,
I had a very similar issue with my Roland SPD-SX headphone out...may or may not be the same issue as described above, but this was my resolution...
I was finding that the right-side of the heaphones would cut out, it could be at completely random times and often during a gig (extremely annoying!). I'd then get home, plug it all in and it would work fine. Other times it would cut in and out. I had the same issue as described above, that the headphones would not work, until you crank the headphone volume knob up to full, then it would kick back into life. It would also sometimes sound slightly distorted. Generally like a bad connection, but other times be perfectly fine. But then the loss of right-side audio started happening all the time. Baffled me for months. Tried different headphones, cables, connectors, etc...everything else in the chain, and all made no difference.
Finally after getting quite fed up with it, I contacted Roland and as I presumed, they said it would have to go to a Roland service centre for a full service and likely a replacement board (all at my cost as outside of warranty).
Before going down this route, I thought I'd open it up and at least clean it all out inside and attack it with some contact cleaner, etc. One of the previous posts said about dust and debris within.
However! (I'm no electronics expert in the slightest, I'll open something up...look at it for a while, clean it and put it back together)
When I opened up the SPD, I followed some wires from the headphone jack to another connection on the board, which, although looked like it was soldered fine, was wobbling around slightly on the board. Only very slightly, but I thought the shocks from being hit with a stick, might be enough to be moving it...also possibly whilst in transit. Anyway, I took the board out and used a hot glue gun to glue around the piece, stopping it from moving. Photos attached. Also cleaned out any dust and applied contact cleaner to most of the board/s.
Put it back together again, and it worked!! I've since done a 15 date UK tour (with it being thrown in and out of vans and venues), plus various other gigs and (touch wood), haven't had a single issue again with the headphone output!! Saved myself potentially hundreds of £££ worth of Roland repair costs. This fix absolutely worked for me and hopefully it will work for others.
It probably took less than an hour in total, with no more tools or expertise than some will-power to save money, a couple of screwdrivers, some contact cleaner and a hot glue gun. (Plus the Mrs to google instructions of how to get the back off the SPD


, as I spent the first 15 mins getting frustrated with it!...helpful note - you DO NOT have to pull the main rubber pads off to get into the back!! This will cause you all manner of issues getting it back on).
If I do have any similar issues again in the future, I'm expecting it might be the glue come loose, so my plan would be to re-solder that part on the board and use some more substantial glue to hold it in place.
Hopefully this might help someone else!