Audio Driver/Audio MIDI Setup/USB

First timer here! I have previously used a Traktor Kontrol S2, but I have upgraded to the Pioneer XDJ-RX2. My computer is a MacOS Sierra 10.12.6. I have downloaded Rekordbox, the most recent firmware (1.38), the USB Link Export for Mac, and I also downloaded the audio driver.

After downloading all of these files and restarting my computer, the XDJRX2 is not displaying on the "Audio MIDI Setup". 

Another separate issue: USB. When I connect the USB to the USB1 port, it says "rekordbox Database not found! For optimum performance, use rekordbox.". I already have rekordbox downloaded to my computer.

I can select a song and it shows as playing on the display screen, however, it does not output any sound. I just purchased XLR cables and they are in the MASTER1 port. Not sure what to do now.

One more thing, I tried to connect my computer with rekordbox through the MIDI on the XDJRX2, but it is not connecting to the computer.

I wouldn't be surprised if I'm just missing a step during the set-up, but I have read both the quick-start guide, and the manual, as well as searched high and low for tutorials and tips online, but I just can't understand what I'm doing wrong :( 

Thankful for any help you can provide!!