Thank You very much Afonso, worked for me and I could happily finish the game, heading to the next play through :)
This is a really really good and rich game!
Due to Google cannot translate "how to open the game on a Mac", here is my experience:
OS X till 11.4: Prompt that you want to open it or go to System Preferences ---> "Security & Privacy" ---> prompt "Open anyway"
OS X from 11.5 on:
Open "Terminal" located inside of Applications Utility-folder --> type in:
sudo xattr -dr com.apple.quarantine /"
then drag´n drop the Proxima app onto the terminal-window hit return, enter administrator password, hit return.
Then type :
sudo chmod -R 755 /
drag´n drop the Proxima app and hit return ----> should work now.
If you only get the permissions warning, skip the steps before and type in Terminal:
xattr -cr /
then drag´n drop the Proxima app and hit return ----> should work now.
With these techniques you'll get to run almost any app.
Cheers,
Boris