I have the same setup. In my case all I did was place the Apple Pencil 2 on the magnetic edge of the iPad Pro and it worked within seconds after charging.
I know that you stated that the Apple Pencil 2 is paired through bluetooth and still not working. I recommend that you try the following and if that does not resolve then go back to the place of purchase of the iPad Pro and the Apple Pencil and exchange out one of both of the items.
If your Apple Pencil won't pair with your iPad
- Make sure to center your Apple Pencil (2nd generation) on the magnetic connector on the right edge of the iPad. For an Apple Pencil (1st generation), remove the cap and plug your Apple Pencil into the Lightning connector on your iPad.
- Restart your iPad, then try to pair again.
- Go to Settings > Bluetooth and make sure that Bluetooth is turned on.
- On the same screen, look under My Devices for your Apple Pencil. If you see it, tap . Then tap Forget this Device.
- Connect your Apple Pencil in to your iPad and tap the Pair button when it appears after a few seconds.
- If you don't see the Pair button, wait for one minute while your Apple Pencil charges. Then try connecting your Apple Pencil again and wait until you see the Pair button.
- If you still don’t see the Pair button, contact Apple Support.
Axel F.