Comment by b@nnon.us for Open this folder ~/Library/TeXShop/Engines/Inactive/Sage/ and follow the instructions in About Sage.pdf and all should work fine. Make sure you have the Sage.app version installed.For $TeX$Shop users needing more assistance, I have written a ~50 page guide that should help.

My guide has recently been updated with embedded videos. You may download a copy at: https://www.dropbox.com/s/6zjkacmoo4ufqu4/sagetextexshopvideo.pdf?dl=0