This app was mentioned in 6 comments, with an average of 1.33 upvotes
If you haven't done so yet, try installing the Moga Pivot app and try using the connection setup from there.
You should be able to uninstall the app after the controller is paired up.
That's really strange because everything was seamless for me. There are a couple of different Moga apps out there, but just make sure you got the official one (which it sounds like you do). Here it is in case:
https://play.google.com/store/apps/details?id=com.bda.pivot.mogapgp
You also need to turn on Bluetooth (in case you didn't) and pair it with the Note 4.
Contact customer support. I've heard they can sometimes get the codes to redeem, but don't hold your breath.
The support for the controller is crappy at best. You can however get a modicum of functionality depending on your Android version. The three apps that will help you the most are:
The official driver: https://play.google.com/store/apps/details?id=com.bda.pivot.mogapgp
MOGA VK: https://play.google.com/store/apps/details?id=ca.sandstorm.mogaime.gui
MOGA Universal Driver: https://play.google.com/store/apps/details?id=net.obsidianx.android.mogaime
Basically, the Moga official driver is required, but is crap. MOGA VK makes the device marginally useful and, if you're running on one of the supported Android releases, the third party "MOGA Universal Driver" actually allows you to connect about as well as you'd think the official driver app would. Sadly, the third party driver hasn't been updated in a while, so functionality degrades to "might as well only have Moga's official drivers" levels of flakiness on newer Android releases.
Download Pivot and pair from there?
https://play.google.com/store/apps/details?id=com.bda.pivot.mogapgp