Greetings,

I follow all the process here with no errors

http://kdenlive.org/download-mac

When I start kdeinit4 nothing happens

Then when I start kdenlive the icon appears flashing for some moments and crashes.

No message just that.

Any ideas?

Thanks in advance

It is expected that nothing should happen when kdeinit4 is run - it should merely go into the background immediately.
In terms of the Kdenlive crash, do you have a backtrace?