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hi it says I do not have permission to run the app even though under privacy settings it’s set to  allow apps to be installed from anywhere

There are two ways that will probably help you:

Easy way:
The game is available for free on Steam as well, there you should have no issues installing and playing the game on any platform.

Technical way:
You can try the following: open the terminal and navigate to the downloaded game. Then type: "chmod +x Drova.app/Contents/MacOS/Drova" this allows the app to be recognized as an executable. And then this command: "xattr -r -d com.apple.quarantine Drova.app/". This allows the run to be run after downloading and unzipping it from the internet.