Yesterday, I was able to confirm that the PixRacer R15 and R14 both work fine with the FRSky X4R-SB. I really don't have any advice other than check the integrity of your cables because it was plug and play. The cables in your picture appear to have been spliced or modified. Confirm continuity with an Ohm meter that they are intact.
For my test setup, I only have a Pixracer with SDCard installed and the sBus receiver connected. I was powering everything via the USB cable. I loaded the latest stable version of PX4 using Q Ground Control. The only configuration that was required was to choose an airframe type, I chose a generic quad. The next step was to go to the radio setup and calibrate the radio input.