It doesn't look like the drivers have installed properly or the RZ is not connected, as the RZ isn't listed under the audio device list. Can you scroll to the bottom of that Audio page to see what it says under Control Device Information? If the RZ is not listed there, please open the Applications > Pioneer > DDJ-RZ > DDJ-RZ Setting Utility and click on either of the input or output tabs and see if the device shows Not Connected or not.

