Strange. I had this same problem a few times over the last two weeks. Been using my DDJ-RZ and Rekordbox since they both came out in 2015. No changes to my computer or software updates, except moving to 4.2.4 and now 4.2.5. On both 4.2.4 and .5, I've randomly had issues connecting as well. I would connect everything up and the DDJ-RZ behaves like nothing is connected. Have to power cycle and it connects fine.
Macbook Pro 13.3"