Could you open up the Audio MIDI Setup app on your MacBook, click on the Window menu, and click on Show MIDI Window?  Do you see your H9 appear there as a MIDI device?  If it does, you could try connecting to it directly.  In H9 Control when the no devices found dialog pops up, if you select the option "Manually select a device", you can choose a MIDI device there to connect H9 Control to.

Incidentally, what else do you have connected to your MacBook? We have heard from one or two users who had a lot of other devices connected to their Mac, but after they disconnected some of their other devices, H9 Control found their H9 without any problems.