Tethered capture and the Z9

Hello again, everybody! Thank you in advance for any advice so I was doing one of my first inside studio shoots yesterday and I wanted my client to be able to see what I was shooting on my computer monitor to make calling in bed images motor years year out of me when it came to adding. I went out and spent 56 bucks on the tethered USB-C cable, and just like with everything else, I figured tethered capture would be easy.  turn on tethered capture, and be ready to go. I use my Z9 for live streaming through YouTube all the time with just a Thunderbolt three cable, which I read, apparently wasn't enough to do what I wanted it to do hence going out and buying the 15 foot orange tether tools. So what am I doing wrong? I have a camera set to "connection type, camera control" When I go to start trying to do tether initially capture it asks me what collection I want to put it in. I just basically want to have a folder within my catalogs for when I do shoots that require tethering  where just end up in there, I feel like there's some setting I have on or something that is not allowing me to do it, and when I have the camera plugged in and it charges, so at least I know the cable works. Someone please help!