Solved.

Thank you Mark, but as shown in the video I do not get that option. From what I see when I click on driver to investigate it shows cdj / xdj aggregator shortcut button , but also towards the bottom of those folders I can see xdj RX - m 1.0.0 dmg - all of these located in some sort of El Capitan sub directory - am I missing a driver somehow? Did I not install something properly? 

So I ended up clicking the bottom driver for he xdj RX and installed and restarted. I now have sound and the option to select the proper audio device. I wish there was some sort of indicator that says "driver missing/please install etc" just for connectivity purposes. Would help shed more light on situations like this. If been through several iterations of Rekordbox with multiple devices but I think somewhere in there I may have forgotten about the xdj RX with so much focus on the DDJRZ . Mainly because xdj RX was intended for use with USB sticks mainly. Cheers to you guys for creating the ultimate beast of a device now with opening even more functionality. Time to dig around and look for any other drivers I might be missing 

Solved.

Follow the instructions here for the XDJ-RX to get things configured.

Follow the instructions here if your HID mode doesn't work properly.

Thank you Pulse, The turning mixer mode to midi setting did the trick.I wonder if either we or you guys can compile a list of certain limitations within HID mode, MIDI mode etc? As in effects disabled/not working, or indicators etc. I'm sure there are some bugs you guys are aware of already but maybe if we made a thread or just an area that we as users could either chime in or at least know what to expect during this early revision. Either way great job. Going back and forth from USB sticks to MIDI/HID Mode was pretty seamless. No loss of sound etc