I have exactly the same problem! New XDJ-RX and rekordbox 4.0.3 in trial mode.
I can hear my tracks on the Mac but if I export them to USB and insert USB stick in the XDJ-RX I only see the waveforms but can't hear anything...
Manual says: input key with 29 characters, numbers including hyphens, but the key printed on the sticker has got 31 characters:
(4 groups of 6 characters plus one last group of 3 characters, sum is 27, plus 4 hyphens in-between, total sum is 31 ....). Why doesn't PIONEER solve this bug ???
Why isn't there a hotline? Who knows a solution?