Hi @Angela_Smailes!
Check if Grist has access to the file system to write files. There are steps here: Explained: what is Full Disk Access & Full Permissions
Also check out Control access to files and folders on Mac - Apple Support
The second link is a less permissive way to fix the issue. Grist Desktop will appear in Files and Folders as an app you can tweak permissions for, rather than giving full access like the steps would do in the first link.
Thanks,
Natalie