It’s a hidden folder: Navigate to
Go/Go to Folder/~/Library/Logs/Unreal Engine/ProjectNameEditor/
- or -
Shift Command G ~/Library/Logs/Unreal Engine/ProjectNameEditor/
If there is still no project file, Open the message log and clear it so you start off blank. Then package for Mac and cut and paste the entire generated log into a text file after it finishes completely.