I am having the exact same issue, but I do not believe that it is an issue with the thunderbolt adapter as I can see the Kindle in finder. Is it possible that the thunderbolt adapter and Kindle wire aren't working together? Or is it the new Mac or the new Calibre that's having problems? Calibre on my new Mac doesn't have that notification. I noticed that whenever I plug my Kindle into my old Mac, Calibre will pop up a notification that says I have to change the USB preferences on my Kindle to transfer files.

I've gone into the Calibre preferences and clicked 'Debug Device Detection' in the Misc. I've also gone into my Kindle preferences and made sure the USB preferences say 'File Transfer'. I've restarted my Kindle, Mac, and Calibre but it doesn't work.

Meanwhile, my old MacBook Pro and Calibre still do recognize my Kindle. However, whenever I plug in my Kindle 7 (9th Gen), Calibre doesn't recognize it. I downloaded the latest Calibre and transferred all of my books onto it. I recently bought a brand new MacBook Pro (Big Sur OS).

Kindle calibre mac