I have 2 brand new 1000w HPS bulbs and not one will fire, this is my 2nd ballast, what am I doing wrong?

You haven't given quite enough information so hard to say for sure. With 1000W and 600W ballasts from Quantum, I see a sort of two-stage firing. At first there is a dim, orange light and then fairly quickly the light reaches full strength. A good way to test the ballast would be to hook up another (known working) ballast to the same fixture and light bulb. If that fires your ballast was bad. If it too fails, possibly there is a problem in the bulbs or fixture or the wires leading from ballast to fixture, bulb not screwed in all the way, etc.

Will this 400 watt ballast work with hortilux mh bulb

If the bulb fits ur hood cover ur fine, the ballets connects to the hood, don't spend a lot of $ on a bulb , I bought one for 10$ still going strong after almost a year! Mh or hp both are fine!

Does this have RFI shielding

They are the best I have owned regarding lack of radio interference. That said, I still have added RFI filters before and after the ballast. Beyond that, I heard a huge improvement in my sound system when I added a PS Audio P3 power supply. Clearly, my AC is filthy.