With the first-time run of NDM on the MacOs machine, you can stumble on some problems due to Apple's security and privacy settings. These are the most common problems and fixes for them:
Operation not permitted error
Pull down the Apple menu and choose System Preferences
Chose Security & Privacy control panel
Now select the Privacy tab, then from the left-side menu select Full Disk Access
Click the lock icon in the lower-left corner of the preference panel and authenticate with an admin-level login
Now click the [+] plus button to add an application with full disk access
Navigate to the /Applications/Utilities/ folder and choose Terminal to grant Terminal with Full Disk Access privileges
(Terminal = your local terminal emulator like iTerm)
Relaunch Terminal, the Operation not permitted error messages will be gone
Cannot open an app from an unidentified developer error
Go to System Preferences and then Security and Privacy tab and click on the Open Anyway option. Enter your Mac’s password if asked.
You will be asked if you are sure that you want to open the app - click 'Open'.
After that, you might expect more similar problems with Nethermind.Runner and Nethermind.DataMarketplace - to deal with that just repeat the process with opening applications from identified developers.