I tried logging into my Search Console account in Supermetrics Data Grabber and keep receiving this message "Failed to connect with Supermetrics". I've changed my settings to enable macros and it still just shows me this error message. I attached a screenshot of the message below.
Sadly, this is a known issue with the most recent version of Excel for Mac. We are waiting for Microsoft to fix the issue. Please see this article for more information and some possible workarounds: