Xojo is using beside app folder where your project is, another temp folder.
By default is set to be a system, xojo, temporary ones but when you change it as I already described then you will solve the issue.
In my case it works well and I don't have such a problem anymore.
In your account home folder create some folder e.g. temp where you have full access and then set build unsaved apps in to that location. Restart your mac and give a try.
Here you go screen shot in steps.
Hope it will helps you. Also you can try before this, just to rename a main xojo project filename to something different e.g. simple add 1 on end of filename before file extension, and then load it in Xojo. For this also Xojo shouldn't be started and if it, quit from it before doing this. This is short term solution. Other, first one, in my case is finale solution which do a job and it's solving problems with it on my end.