First thing: check that Nyquist effects are enabled (as per the link in Bill’s post).
If that does not fix it:
I don’t use Macs, but I do know that Nyquist effects don’t work if Audacity is not installed correctly on a Mac.
I’d suggest trashing your current installation and reinstalling. Follow the instructions given here to the letter and it should work: https://forum.audacityteam.org/t/installation-do-not-run-audacity-from-the-dmg/31711/1