Networking troubles present a whole bag of issues as there are so many variables. The easiest thing you can do to troubleshoot is connect one CDJ directly to the computer via ethernet. If that works, everything else should work just fine. As you mention, you've already tested with the wifi disabled and ensured that the firewall and sharing are off, so that should give you the "best case" scenario.
When you connect the CDJ directly, what is the IP address manually assigned to the Mac's ethernet adapter?