I've deleted my ealier erroneous answer, which was based on out of date information as best I could remember from my last SLR, a Canon FTb which I sold about 30 years ago to buy my first PC.
I, too, have just acquired a Nikon D5600 and a PLOTURE Ring Flash and was considering returning the camera because I thought that perhaps its hot shoe was not fit for purpose, in that the camera did not sense the flash's presence and thus over-exposed photos taken using it. However, chatting here with flolilo has led to my investigating the problem further, and I now think that the ring flash design might be more to blame.
As flolilo has explained, the hole in the hotshoe is to accommodate a locking pin on the flash which is extended as you screw down the hotshoe clamp. You can see this quite clearly in the following two photos ...
Clamp released, locking pin retracted: [www.macfh.co.uk/Temp/20190403_212558.jpg]
Clamp tightened, locking pin extended: [www.macfh.co.uk/Temp/20190403_212447.jpg]
... note also that the hotshoe plug is made of plastic, and therefore that the locking pin itself is the only earth/ground connection. From what I saw when browsing to choose a flash, most cheaper flashes have either an identical or very similar arrangement - so similar that I suspect many are just different brandings of the same underlying hardware.
What seemed to happening in my case is that the locking pin was engaging in the hole, but failing to make electrical contact with its edge, and thus the camera could not detect that the flash had been mounted. As an experiment, I tried flicking a drop of solder off my iron onto a plate, so that it made a thin sliver, and cut this into a shape to cover the hole, then holding the flash with its hotshoe plug uppermost and parallel to the ground, balanced the solder over its retracted locking pin, and holding the camera upside down slid its hotshoe gently and fully over the flash's plug, so as not to move the solder as I did so. The flash then worked properly - photos taken with it were properly exposed. Curiously, it still worked once I'd removed the sliver of solder, so perhaps when the solder was in place the action of tightening the clamp slightly bent or deformed the locking pin so that it now makes electrical contact even without the solder. At any rate, it seems to be fixed for the moment, but I've been careful to keep the sliver of solder, just in case!
So what conclusions can we draw from this? As so many of the cheap flashes are identical or similar, it seems likely that most of the problems with them and some modern cameras are not caused by software changes within the camera as I've seen suggested, but simply by the earth/ground terminal of the flash not making contact with that of the shoe. Rather than juggling about with bits of solder, silver-paper, or tin-foil, people encountering this problem may care to try the following ...
When mounting the flash unit:
- Initially push it all the way in;
- Tighten the wheeled clamp sufficiently to engage the
locking pin definitely, but not so much that the flash can't be wiggled about
in the hotshoe;
- Pull the flash backward slightly so that the locking pin comes into
contact with the rear of the hole in the camera's hotshoe;
- Finish tightening the clamp.
Hopefully by this method the earth/ground terminal of the flash will be in contact with that of the camera, and the flash will work.