New to Zwift - set up

Flux and MacBook should play fine together. You'll have to play around with what gives you the best signal (Bluetooth or ANT+) from the Flux. ANT is really picky about distance and interference so a dongle and a USB extension cord to get the dongle really close to your trainer is the way to go if BT doesn't work well for you.

Yes you can pair your HRM. Probably not much point in pairing the 520 but there may be some use for it I'm not thinking of.

Not sure what you mean about cassette recommendations. An 11-25 should be fine unless you're doing the Radio Tower climb on 100% trainer difficulty all day every day.

There are lots of friendly group rides and such that do a good job enforcing upper w/kg limits. Get on or the zwift companion app and see what's upcoming and give it a try. Group workouts on zwift have a built-in "tether" that will keep you from being dropped unless you just stop pedaling. Races, on the other hand, are take-no-prisoners affairs but they do have categories. Jump in which ever one seems appropriate for you (they are set up by w/kg range) and have at it. Just warm up well ahead of time because they all go to warp speed right from the gun.

/r/Zwift Thread