Are you on an Intel Mac or one of the new Apple Silicon (M1) Macs? At this point, the plugins are only compiled for Intel and thus won't work on the M1 if you run xLights in Native mode (default). You can run it with Rosetta by finding xLights in /Applications, right clicking on it, select "Get Info", and find the checkbox that says run with Rosetta. I believe that allows them to work, but you will have about 30% slower Render times.
Also, are you installing them individually are are you installing via the plugin pack? The plugin pack is way easier to deal with.