I think the modem is really a magnetic pick up coil which is (normally) soldered to the printed circuit board. To see this, the remote case has to be split apart. You probably should try to download more than once, and to make sure that you are using a speaker with a voice coil.

There should be a 6 pin (2 rows of 3 pins) connector visible inside the battery compartment. That connector can be used with JP1 cable to upload upgrades, including one for a BEO4. It is separate from the modem coil.

Note that the 8910 is a JP1 remote, and not JP1.2 or JP1.3. The cable needs to be specifically for JP1.

There is a website for JP1 enthusiasts, and it would probably make sense to post there (linking to this thread). I don't own a 8910, but probably some posters there do. The site also has instructions on how to build cables, and links to buy cables.