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I removed the head and made sure there were no blockages and even tried
running the water with the head removed. Nothing came out of the pipe
so I'm pretty sure there is a blockage in the line somewhere.

Is this something I should try to fix? I can't think of any way of
doing myself other than digging up the piping in between the last
working sprinkler and the clogged one and slicing out portions of the
line until I find the clog.

Clog or break? If the line became disconnected or broken along the way,
nothing would come out either.