I have the same problems like many here.
I also use Mac OS 10.15.6 with a Macbook Pro 2015 15" DG.
All the recommended settings have been set in my X-Pro2.
I have installed Fujifilm Webcam V2.0, but that application doesn't recognise that I have my camera attached.
Zoom and MS Teams only show Fujifilm Webcam Software splash screen.
I have no clue how to get this working right now. Also checked the permissions in Privacy & Security.
I really hope someone finds a solution to this issue.