GxEPD2 - Cannot get it to work with Arduino Mega and 2.9 inch flexible e-ink display

No, not if you didn't pull PWR high. Only explainable by supplying power through a data line, e.g. through RST. Take a look at the schematics.

Please confirm if PWR was the issue, and if pulling PWR high, e.g. connect to VCC, did help or not.