Thank you. The .dcp file is there indeed, so has anyone any idea why , in the Camera calibration pop-up, I still see only Adobe Standard, plus the other profiles that come from Adobe for my camera (Fuji X Pro 1), such as "Camera ASTIA/SOFT" for example, and not my custom profile, even though I see the file in the folder mentioned by Rikk above?
The only thing I can think of, and I use it quite a bit, is that the profiles are Camera specific so will only show for RAW images from that particular camera.
You do have to restart LR to have it rescan what is in the Users CameraProfiles folder.
In your initial description of how you created the file, you said you converted to DNG and then Exported with the CCPP preset. In my experience you do not have to convert to DNG, first, just select the raw file and Export with Preset. The process that requires converting to DNG, first, is if you use the Adobe DNG Profile Editor to make your color profile.
If you want you could post the Fuji raw file, not DNG, here, someone else to try it and see if the same thing happens. Use dropbox.com or similar and post the download link.