With the XDJ-RX2 connected and rekordbox in PERFORMANCE mode, press the MIDI button, then press each of the DECK LOAD buttons (1 & 2; they will blink). Once they're connected, you'll see the collection listed on the RX2 screen.
Open the rekordbox preferences to the AUDIO tab and you should see Pioneer DJ XDJ-RX2 showing as the AUDIO device. The MIXER MODE can be INTERNAL or EXTERNAL, the chief difference being whether or not you can apply an effect to the SAMPLER (internal mixer mode required) or the AUX input (external mixer mode required).
Scroll down to find the OUTPUT CHANNELS; if you have INTERNAL selected, you'll see XDJ-RX2: MASTER and PHONES as your outputs. If you're using EXTERNAL, then you'll see separate output selections for each rekordbox deck, select the matching channel for the XDJ-RX2.
With the channel selectors for DECK1 (CH1) and DECK2 (CH2), and the trim turned up, load a track and hit play. It will be playing within rekordbox, and then you'll see levels on the channel meter (adjust the trim as necessary), then raise the channel fader and adjust the MASTER level until you see the same signal measured on the master.
Let me know if something here doesn't make sense or if that resolves your issue.