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@Jarrod > First, the network link isn't working because you've not allowed the new version of the software through your firewall. Either allow the new connections or disable your firewall to allow that traffic.
Second, Audacity doesn't support ASIO drivers, which are what all Pioneer DJ products use, so you can either record within rekordbox, or find a software that supports ASIO drivers. (*Side note: You can compile a version of Audacity with ASIO support yourself, but you can't just download a version with it baked-in.)