Welcome to the community. About your bluetooth issue, XIM4 startup lights should look like this.
red, green, blue
pause
red
cyan, green <-bluetooth initilization
red
green, green, green, green
Try starting XIM4 with nothing attached to its ports then check if you see the cyan green flash.
About your other issues, Can you answer these questions so we have a better idea of the issue?
1) Do you see a controller icon at the top of Manager's HUD screen?
2) Are you able to assign buttons to your mouse and keyboard or does it continue to say 'listening'?
3) Please share the firmware version number found in menu-about.