No doubt the original poster's problem has long been solved, but for anyone who has stumbled upon this thread, there is a fairly good explanation of how to register the camera on the computer here https://fujifilm-dsc.com/en/pc_autosave/setup.html .
It might be the sound of the AF motor of the lens or aperture noise depending which lens you use. Esp. the older 1.4/1.2 lenses are not best suited for video as they are quite noisy. In that case better work with an external mic.
Hi jpickles, the 23/1.4 and the 56/1.2 will block a significant part of the OVF of the X-Pro2. It will be a little bit less when you use the optional square metal lenshood. The one for the 23/1.4 will also fit on the 56/1.2. The 14/2.8 is less obstructing the OVF esp. when you remove the lenshood. However, the framelines for the 14mm will be outside your OVF. Best switch to EVF for that lens. The 16mm will roughly be the max. for the OVF (representing the entire OVF view (no framelines displayed).
I had the same problem and went around the same loop. I don't know why they have the option to disable the hot shoe. There must be a good reason for it. I'm easily confused and Fuji did it again to me!