When I open an NDI Source in Media Player it never connects to the source (connection count is not increased), it works however with NDI Monitor (Sienna) and the connection count is increased.
On the UE4 side in the Media Player it is stuck in Preparing state. The same setup works for me on Windows.
Screen shot from MacOS, UE 4.19 and the Media Player:

Since the NDI Signal Generator (by Sienna) isn't indicating a new connection is made I would assume the issue is with getting the connect request going out from UE4/NDI.
Using Unreal Engine 4.19.0, macOS 10.13.4, NDI 3.0, NdiMedia 8.0
cheers
/ Patric