Dear Johannes,
Because of an issue with parallel Dynare on Mac OS I had to re-install Dynare. For some reason, this time it actually built the documentation. So problem solved, although it’s still a mystery why it didn’t build the documentation in the first place (I am 99.9% sure I looked in the appropriate folder and I tried several search commands in the terminal to locate dynare.pdf).
Anyway, problem solved. Thanks!
Best, Joris