Why would a cylinder not work below a certain RPM?
Well, if it is cold and cht and egt are zero then I you're either not getting spark or fuel or air.

It's possible that the spark plugs are not firing.  Clean and bench test them.  Also check that the mags are timed correctly.   Maybe they work but they just fire at the wrong time. 

Make sure the valve train is assembled correctly.  When you installed the cylinder, did the lifters and rods get put back correctly.  Also, are the rockers installed correctly.  I know this sounds like a stupid thing, but sometimes people make errors.

Maybe you have a stuck or broken valve.  You typically notice when this happens though!  Also, if it works at some RPM and not others, this is probably not the issue.

Finally, have your A&amp;P follow Lycoming's fuel system calibration procedure to the letter (you'll need to look this up; TCM's is SID 97-3).  I had a TCM IO-520 on a V35B for a few years and when we calibrated the system we saw a noticable improvement in engine performance.

Of course, check the compressions!  If you're 0/80 then you may have your answer right there.

These are just a few thoughts and it's by no means a comprehensive list of possible causes.