The Tecsun might be a newer model, but there is a little on it...
Tecsun PL-660 « radiojayallen
Tecsun PL-660 PLL World Band Receiver Product Reviews
A quick check of the discontinued models in the Universal website shows that the SW35 does have an attenuator - make sure that's not turned on. However keep in mind that HF is nowhere near like scanning - the bands are NOT generally open 24 hours a day. 2.5 and 5 mhz would be audible only during darkness hours, 10 mhz would probably be on day and night with the flux as high as it is now, and 15/20 mhz would be open during the daylight hours.
In addition clipping say 20 or 30 foot of wire to the whip would likely wake this radio up - but be VERY careful of static discharges - if one hits the whip, the likely result would be a blown RF amp. This is quite common of many portables, and hopefully that hasn't happened to you (yet).