Tethering Nikon and Leica cameras using Lightroom CC 2015 and Lightroom 6 is not currently supported on El Capitan.
The engineering team at Adobe is working with our partners to correct this issue and provide compatibility in the future.
For more information refer to the following link: Lightroom and El Capitan | Mac OS 10.11
Had the same problem with my Nikon D800 and D810! So here is the solution: Buy Helicon Remote (around 60€) - tethering works no problem. Helicon creates a file for it's photos in Finder/Images. Open LR. Go to File/Automatique importation and choose the Helicon file as the 'control file'. You can add predefined parameters from LR etc as usual. Before you leave LR(don't close it) activate 'Automatic Importation'. Then in Helicon Remote, take your shot and it opens in Lightroom! Ouf!
All the best,