Sorry tethering for Nikon cameras is not included in the 2015.3 update released today. We are waiting on Nikon to release an updated SDK to us before we can test and implement into Lightroom. This update was not available in time to be part of the 2015.3 release. I'm checking with the team to see if we have any information we can share regarding tethering with Nikon cameras in Lightroom.
As you can see from this Nikon page, other applications have yet to receive this update as well: Mac OS X version 10.11 "El Capitan" Compatibility Announcement | Nikon Knowledgebase
The Capture One and Smart Shooter apps don't use the Nikon SDK, whereas LR, Sofortbild, and Nikon's own Camera Control Pro do. If you add your vote and opinion to this topic in the official Adobe feedback forum: Lightroom: Can't use tethering with Nikon and Leica after installing MacOS 10.11 El Capitan. By following that topic, you'll get timely status updates about the issue.
I find it incredulous that - despite the plethora of posts on here clearly stating that this is Nikon's problem to fix - posters like you still don't understand that Adobe's hands are tied until then...
Phase One doesn't use the Nikon SDK - yet tethering isn't working well (and in come cases, at all) in El Capitan for Cap One users, either.
I shoot with two Nikon bodies- the D810 and the D750. Tethering has not failed or been problematic in any way with Capture One Pro in spite of the upgrade to El Capitan. So I'm curious as to the source of your information Keith.
I'm active on Phase One's Capture One forum too - there are discussions on there about El Capitan breaking tethering on set-ups that were working perfecty prior to the OS upgrade.
Still irrelevant to Lr's situation though - which is still down to Nikon.
Notwithstanding what you've seen on the Phase One forums, that has not been our experience in my studio or among a group of Nikon photographers in one of my groups who use Capture One Pro. Anyway, an Adobe staff person and another poster did explain that Adobe uses the Nikon SDK while Phase One does not. That provided the clarity I needed. Thank you Mrinmay and Johnrellis for the explanation.
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I go too fed up with this whole thing that I found a get-around because I NEEDED to tether TODAY.
Might not be ideal but .... you might find this helpful.
I used Image Capture (it's in the OS), then auto imported from there.
I used Image Capture as my review then imported only those that I wanted to show the client.
Actually was a cool feature in a way ... hope that helps in the meantime while we wait for 6.4