Are you using Mac OS X 10.11 El Capitan? In that case, El Capitan is not supported by Serato DJ as well as DDJ-SZ. However, audio driver for DDJ-SZ will be released to support El Capitan in the upcoming update within this week. Please try updating the driver of DDJ-SZ when it is ready, but Serato DJ does not support El Capitan currently.
If you do not use El Capitan, we need more detailed information such as your computer specs and connections of your setup.
CRM, Pioneer DJ