If you did not try this, you should do the following:
1. Go to Devices menu:
Select : External Devices
Select : Configure
Select : USB & Bluetooth Devices
Select : USB Connection Preferences
Select : Connect it to the active Virtual Machine
2. Make certain that BOTH your Mac and iPhone are on the same Wifi network. (It won't work otherwise.)
3. When opening the Pangu app, right click and Run as Administrator.
Also, if you have some antivirus installed, you might need to disable it before you can run the Pangu app.
You can revert the changes in step 1 if you need to.
EDIT: Also, I am sure you did this, but make sure you iPhone is connected to the Mac.... I would wait until windows is loaded to plug it in. Also make sure you have a good working cable.