Hi, the game wasn't starting on MacOS 10.14.6 (Mojave) for me. By comparing the .app of another Ren'Py game I figured out that the files 'A_Winter's_Daydream.py' and 'A_Winter's_Daydream.sh' as well as the folders 'game' and 'renpy' should be put into A_Winter's_Daydream.app/Contents/Resources/autorun/
Hope this helps anybody struggling