Make sure you are not running Audacity from the DMG. See: Installation: Do NOT run Audacity from the DMG!!!! .
You cannot save or export to the DMG and you cannot save or export to /Applications unless you are an administrator. Change the save or export directory in the dialogue.
“Dash” means that you should use hyphen-minus or NUMPAD subtract if you want to be sure you can give your file to anyone on the internet.
Audacity 2.0.5 can export using any character except colon on Mac, except that in Export Multiple, asterisks (*) or question marks (?) in labels are wrongly rejected as illegal characters, and forward slashes (/) cause a false “cannot export audio” warning.
Entering a backslash “” in a file name when saving a project gives a “Could not save project. Path not found.” error.
If you use an old version of Audacity you nay find more cases than that where punctuation marks will fail.
Gale