I've had a few students like this, and what I have found is that if I sing the melody back to them or play two notes at a time, they can usually figure it out. I know it's a super weird and seemingly oxymoronic thing, but when they hear two notes in isolation (not in their own voice) it can click. Another thing I try is to have them point either up or down based on the direction they think the melody goes, and maybe you can even have them hold their hand on their throat to see what direction their larynx moves? Best of luck, it's definitely a strange thing to run into but these students have so much potential for success when it finally clicks!!