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"Developer Cannot be verified error" on 'Setup.Command'- Installing Source Code Unreal

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.