I have been running KMyMoney on Windows for years with no problems. My wife has an iMac running macOS High Sierra 10.13.6. I installed KMyMoney 5.0.80-fccd937 on the iMac. I fired it up, set up the banking institution, set up a couple of accounts, entered a couple of transactions, saved the file as mystuff.kmy and exited. When I tried to open the file to use it later I received a message "[filename] is either an invalid filename or the file does not exist. You can open another file or create a new file."
Okay, minor irritation, so I created another file following the steps I outlined above and received the same error message.

For grins, I stuck a USB drive in the Windows machine and created a new file from my Windows machine, saving it on the USB stick. I took the USB stick, inserted it into the iMac, fired up KMyMoney, and received the same error message when trying to reference the new xxx.kmy file. I admit to not knowing much about a Mac but this seems rather basic. What is going on?

This problem has been reported (see Bug #400761) and apparently fixed in the meantime on the stable branch (5.0). Unfortunately, you used the master branch version. So for now, I can suggest to use the stable version.

Hope that helps. If there are more/other problems on Mac, please let us know so that we can take a look. Many thanks in advance.

One of these days I need to get a hold of one of these fruity devices in order to be able to test and fix the stuff myself

That solved it. Thanks very much!