Heads up: "some newer Mac OS have some issues with files downloaded, so you may need to change your security/privacy settings in system preferences" isn't really the case -- you'll need to notarise the mac build to make this problem go away (vs. asking players to disable system security settings which is kind of a turn-off). It's not that hard to do!
This is a useful (easy!) guide that I follow for Unity builds, but if you just ignore the Unity bits it's generally a good step-by-step: https://gist.github.com/dpid/270bdb6c1011fe07211edf431b2d0fe4