Why are you pairing the Kickr outside of Zwift, and what program are you using to pair it? Or do you mean that you paired it over Bluetooth through Windows? The Windows Zwift app does not support Bluetooth natively, and requires the use of a bridge through the Zwift Mobile Link app. But since you have an Ant+ dongle, this is not relevant in your case.

What is the status of the blue and red lights on your Kickr (next to the flywheel)? Are they blinking or solid?

Finally, in the Zwift pairing screen, is the Ant+ icon on the top left corner grayed out or is it white and "radiating"?