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http://store.steampowered.com/streaming/
Therefore I'm pretty positive at the present moment you can't stream from Mac OS X to Steam Link.
EDIT:
I guess that's obsolete,
https://support.steampowered.com/kb_article.php?ref=3629-RIAV-1617
And Steam Link is a "to" device to stream to, not a "from" -device. Steam Link is completely dependent on another device streaming to it.
In otherwords, you cannot stream from Steam Link.
Insert external hard drive/usb stick check updates then try connecting
Try wired connection see if it works, make sure your in big picture?