Sorry, I didn't pay much attention to the baudrate
Allways pay attention when programming, errors can be as small as one bit (not smaller) but a lot bigger 
Could be that breakout/sensor has been damaged during delivery?
Yes, or afterwards
how should I check if the breakout board is damaged?
The I2C scanner does check if it is reachable, if it is not reachable by the Arduino I2C you might test it with another microprocessor.
Furthermore you could check if other I2C devices can talk with the Arduino to exclude that as error source.