I encountered this exact issue in the field a while ago.  Believe it or not, having the word "Clariion" in the name of the source array (CX and CX3) will cause the exact issue you are experiencing.  Thank you for pasting the screenshots as this helped me remember this; without the screenshots I may have just skimmed the thread and possibly ignored it.  This is documented in a Primus article:  emc145058: "SAN Copy initiators do not show up in Storage Group."   Change the name of the source array (System Properties -> on the General Tab -> Name) and click on "Update SAN Copy Connections" on the CX.  If it doesn't update (and/or you still can't add them to the Storage Group), you may need to deregister the paths first in "Connectivity Status" and then click on "Update the SAN Copy Connections" again, but try first without deregistering.
Does anyone performed data migration from CX300 to VNX5300 using SAN Copy push method? I installed SAN Copy/E enabler on my CX300, and I finished all steps from the document "Migrating data from an EMC Clariion array to a VNX platform using san copy". Problem is in Step 6, when SAN Copy connections port should be connected to storage group on VNX. Even if SAN copy initiator are visible under Hosts -> Connectivity Status -> SAN Copy initiators, on VNX, when I try to add ports to storage group, there is no san copy system, that can be selected. Attached pictures show this problem. Can somebody help me with this issue?  Thanks, Milan
Data migration from CX300 to VNX5300 using SAN Copy push method