How do I fix this on Mac?
Unable to save /test.py Error: Read-only file system
Since Mojave, you are no longer allowed to write to /. I suspect this is the cause of your problem: nothing to do with Sublime Text.
Pick another directory to save your files to, preferably in your home folder.
you must have left the save location as "macintosh". Basically this error means, that this "macintosh" folder is read-only. There is no issue like "sublime not having permission to write to the disk".
Just save to a usual folder and you would be gtg.
Make sure you save it to your project's folder and not just to the desktop or whatever is the default.