Measuring the coil voltage with a multimeter is not going to help much.
It is very important never to disconnect a wire between the motor and the driver while the driver is powered - it can instantly destroy the driver. Are you sure your driver is OK ?
If you have been trying the motor with code that causes a step every millisec then that is very probably much too fast. Try it with (say) 4 steps per second to start with.
How many amps can your power supply provide? Measuring the current going to the DRV8825 is not meaningful. Do you have the 100µF capacitor across the power supply?
You have linked to my Simple Stepper Code - it should work.
...R
Stepper Motor Basics