If that doesn’t work, you may also need to give SuperCollider / scsynth / supernova permissions for disk access. This is in System Settings → Privacy and Security → Full Disk Access → and from there you can add items. For scsynth, you need to open in in Finder within the .app bundle, and drag the executables into the pane. If your SuperCollider is in Applications, you can do that with this command in Terminal:
open /Applications/SuperCollider/SuperCollider.app/Contents/Resources