upload .dmg files

Hey! Have you tried checking this: https://www.wpbeginner.com/wp-tutorials/how-to-add-additional-file-types-to-be-uploaded-in-wordpress/
And also, can see there are some plugins that can help: https://www.ads-software.com/plugins/wp-extra-file-types/

define( ‘ALLOW_UNFILTERED_UPLOADS’, true );

This in your wp-config file should solve the issue or try converting it to a supported file type via any online converter