Ok, then pull out all the wires out of the air hose and check the cables for any issues, and locate where it's broken. Note that intact insulation on all 4 wires is vital for both safety and proper function. You can not replace the thermocouple wires with copper wire, you have to either replace the entire thermocouple or find where it's broken and reconnect it. You might be able to reconnect with solder, but make sure that the wires have proper direct contact before soldering (your temp control might otherwise have an offset), i.e. clean the joining leads carefully, twist them together with pliers and then solder. Finish up with heat shrink tube to insulate properly. Also, make sure no sharp ends in your new joint can puncture your heat shrink tube.
Before you reconnect it, check that the thermocouple and the heater wires have no contact with your dvm at Mohm tange.