Thank you @lychiang
Responses in BOLD
First of all, when you create a device in panorama , have you retrieved the running config from content tab - Yes I had done this
when you create a project, you will need to assign the panorama to the device - This is what I was missing to get the devices in the Project. I went to Project > Settings > Devices and added the FW device. Again, what I'm trying to achieve is to compare ONLY the duplicate objects between a single FW and Panorama, not all duplicate objects. I did see it work for services [see attached] but, addresses shows all DG's.
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