Could you please let me know if you are using the latest version of Lightroom or the older one.
If you are using Lightroom 5 on El Capitan then you will not be able to perform tethering with Nikon Camera.
I am now downloading Lightroom CC version to my new Macbook Pro. Hopefully this will solve the issue.
Yes, you should be able to perform tethering on the latest version of Lightroom.