Hm…okay.
So on Home Assistant OS as far as I know it is not possible to natively mount an external drive/USB disk.
So the easiest way to move the Backup from your HA instance is to install the Samba Add-On and copy it form there and then on your mac to your external drive.
Alternatively there seems to be a workaorund (but I have not tried it and not sure if it works at all with whatever the default MacOS fiel system is):
[SOLVED] Mount USB drive in Hassio to be used on the Media Folder with udev customization - Configuration - Home Assistant Community (home-assistant.io)