Hey,
We also have this problem with Rekordbox and the DJM2000NXS/CDJ2000NXS for about one year now.
1) Most of the times the LINK button won't show up.
1) Sometimes the LINK button shows up in Rekorbox but after pressing it there is no further communication.
2) Sometimes after we click the LINK button there is a valid connection with the mixer and both players are connected. However after using is for a couple of minutes the connection is somehow delayed. Trying to connect to the Rekordbox Library on the CDJ takes 4 or 5 minutes before the list shows up in the screen.
We have tried multiple laptops, adapters and cables but the problem is still there.
Local Pioneer customer support told us they know about the problem.