I've been trying to figure out how to get the thunderbolt ports functional on the Z87X-UD5-TH over the past week or so. Fortunately, I believe I've figured out how to do so: you need a Windows installation. If you attach the device, boot into Windows, have windows recognize the PCIE Bridge chain, and restart into OSX, the device should show as mounted. After the initial boot into Windows, you shouldn't need to reboot into Windows again (i.e. subsequent restarts straight into OSX should still show the device as mounted).