Connecting Asus ZenScreen MBC16 to Mid-2015 MacBook Pro
Using an Asus ZenScreen should be fine. The only issues I've ever seen people have is that the auto sensing orientation feature (to switch between landscape and portrait modes) seems to be somewhat glitchy.
Considering you're on macOS High Sierra, you should be using the ASUS MB series driver v4.3.
Even if you have already installed this, I would suggest downloading/installing it again. Once you do, go to Apple &gt; System Preferences... &gt; Security &amp; Privacy.
If you're prompted to enter your credentials to unlock the Preference Pane, then enter them in.
Next, check to see if you have a message at the bottom of the window asking you to allow use of the software (If so, you'll see an Allow button near the bottom right. Click on this.)
You will most likely be prompted to restart your Mac. Do this and test to see if you can get your ZenScreen to work.