Upon further examination, I have found that my cheap cen-tech multimeter does not have a buzzer, let alone a proper continuity testing function. Maybe I did it wrong the first time? With my current multimeter, I'm thinking that I have to either set it to the 2000k ohm section or use what appears to be some sort of diode test function. I'm having doubts right now that the switch is bad, as the laser did turn on earlier when I was inserting the cap, but then it turned off again. I tested it after to make sure nothing catastrophic happened, and I found that I was safe. But the frustrating part is that I cannot replicate how I made it turn on with the switch earlier! I've run out of time for the weekend but as long as I know it works, I'll keep troubleshooting. Thanks everyone!