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Here's a post from someone who had that same issue with another RPG Maker game.  Check the second post for the solution, and let me know if it works out:

https://rpgmaker.net/forums/topics/21884/

That made sense but I don't receive an error message like they did, so I don't really have a file path I can attempt to duplicate. I created two folders, one called "Resource" and another called "Resources" with folders in both called "Save," "Save Files," "Saved Files," and "Saves" and set all with permissions to Read / Write but no luck.

Weird.  So, normally, it should be saving to the base directory where the game's .exe is, which is "Resources."    I don't have a Mac in front of me, so I can't see what you're seeing, but can you go to that specific folder and set permissions?

When I unzipped the Jimmy and the Pulsating Mass Mac.zip download file, it only created a main folder that contains the .app file and a read me txt.  There are no resource subfolders or anything else inside. I did set the permissions for it to Read and Write for any user (and when I attempted to make those Resource/Save folders trying to guess where it was looking to put the saves I did so too)

Sorry if this is something obvious you've already done, but the folder that you saved the Jimmy folder in has read/write permissions as well, right?

No worries - yeah, correct. I've tried downloading it to different places - Applications, Desktop, Documents as well.

Solved! I dragged the app itself out of the folder and onto my Desktop. Then it automatically saves all files to the Library/Saved Application State folder

Whew, great!  I hate having to troubleshoot Mac when I don't have a Mac.  So glad you got this working; I'll keep this in mind if it comes up again.

I just had the same issue as this.  You should put a note in the Read Me and download page that the game cannot be put in the root-level "/Applications" folder (that's typically where you put things like this).  It looks like you must put it somewhere in your home folder, like "~/Desktop", "~/Documents", or "~/Applications".

I just had the same issue as this.  You should put a note in the Read Me and download page that the game cannot be put in the root-level "/Applications" folder (that's typically where you put things like this).  It looks like you must put it somewhere in your home folder, like "~/Desktop", "~/Documents", or "~/Applications".

I just had the same issue as this.  You should put a note in the Read Me and download page that the game cannot be put in the root-level "/Applications" folder (that's typically where you put things like this).  It looks like you must put it somewhere in your home folder, like "~/Desktop", "~/Documents", or "~/Applications".

I just had the same issue as this.  You should put a note in the Read Me and download page that the game cannot be put in the root-level "/Applications" folder (that's typically where you put things like this).  It looks like you must put it somewhere in your home folder, like "~/Desktop", "~/Documents", or "~/Applications".