Jesper, I've had the exact same issues for a week and a half now since I loaded CatalinaOS and RB 5.8.1. Posted the issue on here and zero support, extremely frustrating. You think someone from Pioneer would be on here to assist. Did you just upgrade to Catalina too? What type of Mac and year is yours?
The USB is formatted for FAT32 and Master Boot Record and is no longer recognized as a device to export to, the USB only is recognized in the Explorer tab for importing tracks into RB.
I'm researching how to downgrade back to Mojave and go back to RB 5.8.0 since all my issues started since upgrading. I too have a gig coming up on NYE and haven't been able to play at all..