jaimegluckgames I have encountered a similar problem, but it seems not to be a problem only for spine-godot because there is an issue on the GitHub repository of Godot:
godotengine/godot49770
The above issue is still open and I could not find a solution for this other than to move the Godot project files in a different folder. In my case, I created a folder for Godot projects under Macintosh HD > Users
and stored them there, then the permissions dialog no longer appeared.
Sorry I don't know the solution to make it work with an external HD, but I hope this helps.