I encountered the very same problem when trying to pair my X-Pro2 to my iMac.
Now, after so many attempts I started to try to sort things out. And as a first shot I disconnected the iMac from the lan, I unplugged its ether cable. Afterwards the iMac was only connected to the network via wifi, logged into the very same wifi-router as my X-Pro2 did. And all of a sudden the pairing worked as described by FUJIFILM.
I set the folder for the auto-save function to a new one, started playback on the X-Pro2 and started the auto-upload. It works.
It seems that macOS might encounter issues when connected to more than one network at a time. Perhaps this might add to the problem we're facing.