I actually haven't tried playing it on Mac since upgrading to El Capitan, and turns out it crashes on launch for me again. The Mac version still isn't as stable and many mods,including DEI, simply don't work properly on Mac. It's usually easier to just download mods on TWC or moddb, but there are some mods only available on Steam. It downloads them into another folder in Library, i think somewhere in the Steam folder in Application Support, and you have to move it manually to the data folder. If you have it should be located at Library/The Creative Assembly/Rome2.Also you actually can download mods using Steam on Mac, it just doesn't download them to the correct location.

Make sure you have launched the game at least once since installing it to generate the scripts folder.