There are two ways to connect through your Raspberry Pi.
1. "Slightly more complex way" Make sure the Eth0 and Wifi addresses are in different subnets.
On the pixel controller make sure it has its default gateway the ip address of the PI Eth0 interface.
Enable the "Enable Routing between network interfaces"
On your computer set a static route to the new network
2. On your Pi go into the Proxy settings, put the ip address of your controller into the pi.
Click on the link provided and you should be able to access the controller.
If all else fails in Xlights click on the help and select Zoom.
Jump into the zoom room and there are many people who can walk you though the setup.