I tried the latest ResidualVM with the Mac version of Monkey4 and get the following:

[2019-10-19 17:41:49] ResidualVM 0.4.0git (Oct 19 2019 03:40:54)
[2019-10-19 17:41:49] MP3 RGB zLib MPEG2 JPEG PNG
[2019-10-19 17:41:49] --- Log opened.
[2019-10-19 17:41:50] INFO: OpenGL Vendor: Intel Inc.
[2019-10-19 17:41:50] INFO: OpenGL Renderer: Intel Iris OpenGL Engine
[2019-10-19 17:41:50] INFO: OpenGL Version: 2.1 INTEL-10.14.74
[2019-10-19 17:41:50] INFO: OpenGL Red bits: 8
[2019-10-19 17:41:50] INFO: OpenGL Green bits: 8
[2019-10-19 17:41:50] INFO: OpenGL Blue bits: 8
[2019-10-19 17:41:50] INFO: OpenGL Alpha bits: 8
[2019-10-19 17:41:50] INFO: OpenGL Z buffer depth bits: 24
[2019-10-19 17:41:50] INFO: OpenGL Double Buffer: 1
[2019-10-19 17:41:50] INFO: OpenGL Stencil buffer bits: 8
[2019-10-19 17:41:57] WARNING: Couldn't open Textures/FullMonkeyMap.imt!
[2019-10-19 17:41:57] WARNING: Found 125 music tracks, expected at least 100!
[2019-10-19 17:41:57] INFO: OpenGL Vendor: Intel Inc.
[2019-10-19 17:41:57] INFO: OpenGL Renderer: Intel Iris OpenGL Engine
[2019-10-19 17:41:57] INFO: OpenGL Version: 2.1 INTEL-10.14.74
[2019-10-19 17:41:57] INFO: OpenGL Red bits: 8
[2019-10-19 17:41:57] INFO: OpenGL Green bits: 8
[2019-10-19 17:41:57] INFO: OpenGL Blue bits: 8
[2019-10-19 17:41:57] INFO: OpenGL Alpha bits: 8
[2019-10-19 17:41:57] INFO: OpenGL Z buffer depth bits: 24
[2019-10-19 17:41:57] INFO: OpenGL Double Buffer: 0
[2019-10-19 17:41:57] INFO: OpenGL Stencil buffer bits: 8
[2019-10-19 17:41:58] Unknown pixelformat: Bpp: 4 RBits: 8 GBits: 8 BBits: 8 ABits: 8 RShift: 0 GShift: 8 BShift: 16 AShift: 24!

What am I doing wrong?

There was this related bug which I found via google:

https://github.com/residualvm/residualvm/issues/1198

What platform are you running this under? What is the stack trace at the point of crashing?

I have the latest ResidualVM daily build 0.4.0git for Mac OS X 10.11 El Capitan.

I have the Mac OS Version of "EFMI Installer" and "EFMI112Updater" in my folder and all the necessary files from the Mac OS 8.5 installation.
And besides that I have a file named "Secrets.m4b" in the Textures Folder additional to the "FullMonkeyMap1.imt" and "FullMonkeyMap2.imt" from the Windows version which are not detected.

Sorry can't provide any more stack trace cause there is none in the Mac Console besides the log that I posted.