Target Display Mode Not Working.

I recently purchased a Macbook Pro 13" 2020 and the "USB-C to Thunderbolt 2 Adaptor" intended to use my iMac 21.5" mid 2011 with OS X EI Capitan 10.11.6 as external monitor with the thunderbolt cable. However, it does not work as expected. (all components were authentic and were brought from the apple store)

The iMac 21.5" mid 2011 was connected to MacBook Air 13" Mid 2012 using the same thunderbolt cable which works perfect for the past 8+ years...

Various methods had been tried including all the methods proposed in apple support its websites, and I was working with apple's hotline support including check keyboard and related configuration, reboot, reconnect of iMac & Macbook Pro, creation of admin accounts for both sides (Macbook Pro & iMac) for clean environment, reinstall of OS in Macbook Pro etc (with remote login to both all of my devices for diagnosis) for the past weekend (2 days) but it does not help.

I did bring all my stuff (except the iMac which proof it works with a video captured shows to support staff) today to apple store but still could not made it...

Your response herein is highly appreciated (pls don't share those links to me as we perform those already), or I shall return the product to Apple and get refund (for the Adaptor) as it does not serve / perform as described on Apple's product page.