You may have bumped or loosened the magenta head cable when you were putting the cyan head in. I would start by re-seating the magenta head cables and see what happens. While you're in there, check for any ink or debris that may have gotten on the print head, cables, and/or terminals. Other than that you may have a head board or main board issue.
Turn your machine off, unplug it, and hit the power button a couple times before doing anything! If you didn't do this when you replaced the cyan head, it could have caused damage to the boards and/or head.