If you can access the CTI menu, you should be able to test your fingerprint sensor. If you can't, you may have been scammed. That is why I said where did you buy it? I have been looking at others that had this issue. If you can't fix it using the CTI menu, then you may need to RMA your device.
I don't know if anybody is facing this issue too,
I bought a china version of mi 11 ultra, I couldn't see fingerprint on my password and security menu, I unluck bootloader and flash eu version. still the same thing. I can't get it to show.
from my CIT menu, it's failing.
There has been a few people with similar issues on this and the 10 ultra and once it stopped working, they never managed to get it back other than rma. Some were genuinely faulty but some because of flashing and then having problems with the persist.img file. I've not had any personally but as you can't seem to fix it, best to get it replaced soonest.