Thank you for reaching out. The option is visible when you select the image and mask together and right click on it. You will see the mask with shape. For more info. please check out this article: Combine objects using Boolean operations and mask objects with shapes in Adobe XD.
I'd request to please submit your feedback to see the wired connection in prototype here: ANNOYING BUG: Prototype wires not showing when selecting artboards – Adobe XD Feedback : Feature Req...
As a workaround, I'd suggest trying to drag and selecting the object or artboard to see the wired connection, please see the gif file below:
Please let us know if that helps.
Hello, thank you, but there is no this option on MacOS anymore
Only in menu Object > Mask with Shape, yes. Thank you
You are welcome, Aleksandra. I'm glad that you're back on track. Please feel free to reach out to us in future for any query related to Adobe XD. We'd be happy to help.