I could be mistaken, but in the whole debate on audio jack standards you’d expect the headphones to always work (and you’re using a wired headset, rather than a bluetooth one, I assume).
I also recall someone posting that the headset they used on the FP1 was working on the FP2 (possibly @paulakreuzer). That, and not being able to listen to audio, makes me wonder whether you may be unlucky and have a hardware defect. If no devices are working with the phone, raise a support ticket with Fairphone staff (here) - they’ll tell you whether they have any known solutions or whether they’ll go for a warranty exchange.