Rekordbox Export Link Mode is not working - Mac Book Pro

Hello, 

I tried to get Rekordbox Export Link working (hopefully this is the right term of what I want to do). I tried this with my MacBook and an XDJ-XZ and an XDJ-RX2 as well.

We have also a Windows Laptop running and it works properly with this.

So this problem seems to be regarding my MacBook?

What I want to accomplish:

1. Connect my laptop via USB to my pioneer device (XDJ-XZ or XDJ-RX2).
2. Start Rekordbox (5.8.5) or (6.0.0.) Going to "Export"-Mode. Click on "Link" at the bottom.
3. It changed to this:

I can't load tracks to the decks from the laptop. And I can't explore the rekordbox playlists on my computer with the pioneer device (click on "rekordbox" next to the screen on my XDJ-RZ)

This is how the screen looks like:

The Controller Mode / Performance Mode is working just fine with this MacBookPro and my XDJ-XZ

MacBookPro - macOS Mojave - 10.14.6 (18G4032)
(13-inch, 2018, Four Thunderbolt 3 Ports)

XDJ-XZ - Firmware 1.10

If you need any further information from me, I'm glad to present it to you

Thanks a lot in advance for your help!

All the best,
Henry