I've update now my MacOS to 15.7.4 and I have still the problem that Pico 2 disappears from the Finder after connecting with the DSPi Console.
I also tried to switch back to my Pico 2040 but it always showed up as the RP2350 in the Finder even after installing the FW for the Pico 2040. Hence the Pico couldn't connect at all to DSPi Console.
I do have a MacBook Pro M4 Pro with a Thunderbolt 5 USB. Could it be that this is the issue?
Other than that DSPi works perfectly

BTW: What does the Buffer Pool "8 under" mean (see attachment)?