Hello, I have the same problem.
I am using a cheap ATR 3350 lav with my Zoom H4n. When I plug it into the 3.5 external mic hole – it works good, very goods levels.
But when I plug it into the XLR (I want to record two lavs at the same time) I have no levels at all. Just a tiiiiny small dot at the -64db or so. No sound on the record at all.
The lavs don’t need a phantom power, ’cause they have an internal battery and they work nice when plugged directly into my Rebel T2i camera.
I just don’t get it, what is the difference between the XLR and 3.5 jack inputs?