Ok, so it looks like you have SPJS local on your box so you need to choose “Connect to Host” in the Serial Port JSON Server widget in lower right. Connect to “localhost” and you should see your ports. Seeing a Mega 2560 in that list concerns me though because Grbl doesn’t run on that unless perhaps you did a custom build.
The program is from a instructable build that uses a arduino and two adafruit motor shields to use the grbl application. Im able to use the grbl app manually. But i don’t have gcode generator. And chilipeppr seams to have it all. The arduino mega is what is on it now but the grbl app works on it to. I tried it as well on chilipeppr with the same result.
I think @John_Lauer is right. Arduino doesn’t work with Mega, except if you have custom build. I made the same fault long time ago and immediately ordered few Arduino Uno boards. That solved the connectivity issues.