I just want to confirm: you’ve powered up the Pi, connected it to your mac directly over ethernet. The ACT and PWR lights on the Raspberry Pi are on, and the ACT light blinks. The LED’s on the ethernet port light up. Can you confirm this is all true?
If that’s true, and you can’t ping dex.local, there are a few things we can try:
1). Turn wifi on your macbook off, and remove the wifi usb adapter on your Raspberry Pi. Give it a minute, and then try to ping again.
2). Install a program called “Bonjour Browser”, this is available for Mac here: http://www.tildesoft.com/ There is a ling for download at the bottom of the page. You should install this, run it, and click “Reload Services” This should search the network (ethernet) to find all services on your network, you should see “dex” on there.