Actually this is almost certainly a sandboxing issue. Although file ownership/permissions may be turned off for your drive, that doesn't mean that macOS will let Nisus Writer do whatever it wants with files on that drive. That would be a macOS system security failure.
You'll need to adjust your macro so it accounts for sandboxing correctly. Please see a few sections of the macro guide starting here:
This was a big help, Martin. Thanks.
One last question. I can't find Macro > Application > Manage Macro File Access
Apparently, I deleted some built-in macros. What's the easiest way to re-install them?
Thanks.
Great, glad to help! You can trigger a reinstallation of the built-in macros by using the menu Macro > Choose Macros Folder. Even if you only confirm the existing folder, Nisus Writer will ask you if you'd like copies of the default macros.