Go into Live and check out the Max midi effects. One of thems called api.observe.global.transport.
Check the picture I attached, and then in Max just add a udprecieve with the same port number, plug this into a toggle going into metro and you've got both programs in sync.
For midi to live make sure your midi settings are correct.
In Max (mac use IAC driver bus 1) enable it in the options with midiout or midiparse object, then go into live PREFERENCES MIDI enable midi in with IAC bus driver 1. Now make a midi track select midi input IAC DRIVER 1 and put monitor to in. This should bring the midi into live.
The basic tutorials of Midi from Max already contain all the objects you need to make this work. I'd recommend using midiparse as this deals with large amounts of midi data.