I´m using mame in osx Mojave without any problems, so let´s start again step by step.
You are not using latest stable mame release for mac. Get a newer copy from here: https://sdlmame.lngn.net
There you can download mame packed in a 106 Mb zip file . This zip contains a compressed folder called "mame0220-64bit". Unpack it in a sane folder, like your home directory for example, /Users/Paul/mame0220-64bit
Rename to make it easier, /Users/Paul/Mame
This new mame directory includes all needed subdirectories, including an empty "roms" folder. Move your zipped roms inside the "roms" folder
At this moment mame is still not configured. Go to Applications/Utilities and start the Terminal
program. There type:
This creates a default configuration to get started (the file /Users/Paul/Mame/mame.ini). By default this configuration uses the relative path "roms", were you copied your roms.
Lauch mame from the terminal using ./mame without parameters and this will get you started using the internal UI. From the interal UI you can use the mouse to navigate and configure the options in an easier way than editing mame.ini by hand.
What if roms do not work ?
Try to check if your roms are ok with this command from the terminal:
Hope it helps