Apparently this is the solution to your problem
DO NOT TURN OFF the receiver until the connection has been made with the transmitter, or until 120 seconds have passed and the “---“ is no longer flashing. If you turn it off early, it remains in “search” mode even while appearing to be off, and the batteries will drain within two weeks. Waiting 120 seconds discontinues the “searching” mode whether connected or not.
To shut down, turn the transmitter off, the receiver will continue to look for the transmitter, wait 120 sec until the --- stops flashing then turn the receiver off.
Seems like a bit of a crappy design flaw, there's probably people out there going though boxes of batteries!