Couple of things to try:
Has the Tx \ Rx lost the binding? The Rx should go to the condition stated in the manual if it is still bound. If not, try re binding.
If it is bound, disconnect the esc. Does the rudder servo operate ok? If no, problem with the Rx. If the rudder moves, unplug and plug rudder servo into esc channel. If rudder moves, problem with the esc.
If you can confirm both channels operate ok, try re calibrating the throttle and esc ie is the throttle full at neutral at first switch on etc?
It could be the motor is faulty. You'd have to try another esc to see if that is the case. If the motor runs with another esc then the original esc is likely faulty.