Issue:
The execution of the script to flash the firmware for the Arduino Nano 33 BLE Sense could be blocked by the following two messages when using macOS.
It’s easy to solve, but I will add a reply with the solution if someone else faces it for the first time and looks for an answer here later.
Instead of double-clicking, use control-click (or right-click) to show the contextual menu.
Then click on the Open option. After that, a new message that includes another Open option is displayed.
That one will finally allow you to run the script.
The Most Easy method is go to setting > privacy &security > scroll down to security. you will find an option to open anyways of the file and it will execute. or you can simple click on the question mark icon which will open an help folder and on step one there will be an option for “open Privacy and security for me”
