Bump.
We got rid of everything from the hard disk and got the latest OS (El Capitan), the latest XCode (7.1.1), the latest Launcher and the latest Engine (4.10).
The same message pops up after trying to compile our project. There is simply no dynamic libraries named UE4Editor-Engine.dylib, UE4Editor-AssetRegistry.dylib, etc. available in the Unreal Engine folder in the /Users/Shared/UnrealEngine/4.10/Engine/Binaries/Mac/ directory.
Help?