If I right-click:Open on Setup.Command from the Github unreal engine-release.zip I get: (“mono-sgen64” cannot be opened because the developer cannot be verified). My only option is to cancel or move to trash, the set up instantly closes. Opening Generate Project files then directs me to run Setup because it hasn’t yet been installed. Any ideas?
If anyone else runs into this, I cloned to Github Desktop and was able to start Setup.command that way.
If anyone like me is finding this thread years later. If you open up Privacy and Security in settings - recent blocked apps will be listed there and you can override the mono-sgen64 to be allowed