2.0.6 does not officially support Yosemite. The next 2.1.0 release out soon should do so.
Make sure you are following Installation: Do NOT run Audacity from the DMG!!!.
Also try this solution to tell Audacity where to place its temporary folder by specifying it in the audacity.cfg settings file: https://forum.audacityteam.org/t/audacity-cant-open-solved/37048/3
Gale