If you're on a Mac, first, make sure that you've allowed the drivers through security - they may look like they're installed, but the OS blocks the operation of the hardware; High Sierra through Catalina instructions here, Big Sur instructions here, M1 CPU instructions here.
After that, allow rekordbox access to the audio input by going to System Preferences > Security & Privacy > Privacy > Mic (left) > rekordbox (right) and add a check. You may need to unlock the panel first.
Open the DJM-250MK2 Setting Utility App and verify that you've selected the correct input for the DVS (control tone phono):
Mine shows greyed-out because it's not connected.
Set the channel inputs on the mixer to the PC / USB, not PHONO.
Open the DVS calibration page - if you don't see the green circles, go back to the Setting Utility and toggle the input selector from PHONO to anything else, then back and try again.
Let us know if that works.