Maybe you shorted out the radio somehow. With everything connected I'd use a multimeter lead that can pierce the wires and check for power going directly into the radio and continuity to ground.
If both units power up in your dad's Explorer then you need to find out what you lost in your vehicle. Pretty sure either 12V or ground are missing or you're grounded somewhere you shouldn't be. Just because you drilled a hole doesn't mean you have a strong ground. Check your ground to a hot wire and you should get at least 12V, if not the ground is not a good one.My dad was generous enough to loan me his Explorer - Both units power up.