Hi, wheelie party
A common cause is the network adapter settings on Windows. Make sure the Ethernet adapter is set to a Private network, not Public, and that IPv4 is enabled (set to automatic IP/DNS). Also check that no VPN or third-party network software is running.
Try a different LAN cable (the XDJ-RX requires a standard Ethernet cable, not crossover) and connect directly, not through a router or switch. Restart both rekordbox and the XDJ-RX after plugging in the cable.
If it still doesn’t work, reinstall the Pioneer DJ LAN driver and update rekordbox to the latest version.