So I just installed a new NEX 4000 today and while testing it , it wouldn't connect to my iPhone at all . Cord was getting power but wasn't charging phone (cord lights up) . The cord isn't a apple Lightning cord . The phone is an iPhone 6 128GB iOS 8.0.2 .. Any tips / advice ?

It's probably the cable. Try out an MFi (made for iPhone) certified cable or an actual Apple cable to rule it out.