If you are running Mac OS 11 or later, it is unlikely you'll be able to get the Mac version of the game to run, as RPG Maker MV discontinued support for Mac's past that version. If you are on an older version of the Mac OS, then the first two recommendations for how to troubleshoot errors are to put the game in your "applications" folder prior to running, or giving the folder read/write permissions. If you're on Mac OS 11 or later, you can run the game with most of it's functionality intact via the web version. The character creator will probably not function, preventing you from seeing changes to your characters sprite based on your clothing and skin color/hair style. You may need to give your browser certain permissions for it to be able to run RPG Maker, this link explains how. https://www.reddit.com/r/RPGMaker/comments/dqvdqo/fix_error_failed_to_load_dataa...
If you are on an older OS and can't get the Mac version to work with the above suggestions, let me know and I can look for other potential solutions. Thanks.