Open the downloaded .dmg, then drag the Nyx icon into the Applications folder shortcut.
Strips the com.apple.quarantine flag — macOS will stop asking for confirmation. Double-click Nyx and it just opens. Skip to the done block below.
macOS shows “Nyx not opened. Apple could not verify Nyx is free of malware.” This is expected — we're not yet signed with Apple Developer ID. Just click Done to dismiss.
Scroll to the Security section. You'll see “Nyx was blocked to protect your Mac.” Click Open Anyway and enter your password when prompted.
One more confirmation dialog appears. This time click Open Anyway (the middle option). Nyx launches — and all future launches open instantly without any dialogs.