I am using the monoprice garage door sensor. I set it up as a door sensor. I have installed it vertically and it does show open and closed status correctly. If you open the sensor, you should see a small metal plate. With the base on the garage door, the metal plate makes contact. Make sure it is doing that. If it makes contact, it is closed.
When the garage door goes up, the sensor is upside down, i.e. the side with the holes faces up and the side with the lights faces down and the metal plate does not make contact. This is the open position.