I run on Windows and not Mac, so please, bare with me. If you have any experience with a Windows system, then this might be able to help you. If not, I apologize.
If Mac has a "My Documents" equivalent and/or a "My Games" equivalent anywhere, try going there and locating a file folder for Sid Meier's Civilization V (with or possibly without the Sid Meier's part). In there, you should be able to locate a file folder fairly quick-like entitled Mods. Go in there and see if there's anything in there. If there isn't, then your mods are likely not downloading correctly. If there is, then try the following.
If it's possible with the Mac Steam equivalent of Windows, try opening your Steam Game Library, right-click on Civ 5, and then go to properties (or whatever Mac has), then hit the Local Files tab, and finally click the "Verify Integrity of Game Cache" button. Allow it to run it's course and then start up the game. One thing: If you had files in your Mods folder from above and that doesn't work, try deleting them and repeating the process. Afterwards, redownload your mods via the in-game Mod menu. Make sure you are subscribed to your Mods. If this doesn't work, then I'm sorry, but I'm clueless and don't know why it's being dumb. =(
HOWEVER, if this issue is actually for a Mod you've downloaded for the Civ 5 Live Tuner or other programs for the SDK, say so.
Edited because I forgot some details.