I have Audacity 2.1.2 and OS X 10.10.3. I downloaded the .zip and downloaded LAME and put it on my desktop. No problems recording and saving and adding labels, but—No matter what format I choose for “Export Multiple” (mp3, WAV,) I get an error message that states “Unable to open target file for writing”
Did you actually install Audacity? It’s possible to run Audacity from the .DMG file (which you get from the ZIP), but it will be missing a lot of the services where it has to go out and look at the rest of the Mac…like saving and exporting.
Double click the .DMG file and it will launch a Mac installer graphic.
Also, do not use forward slashes (/) in label or track names which will cause a similar error, due to a bug.