I've installed the CFX Lite which I assume is the same or similar, but I was already running Catalina, and I wouldn't say it was reliable. The steps I used to install it, I'll list below. All in all, it's definitely a 'buyer beware', with my own success rate at 50/50.

Downloaded and ran pkg to install onto Macbook Pro main drive with sample library on a separate portable HD.
Install failed, froze whilst copying and uncompressing data.
Force quit of 'install' dialogue as 'close' not working.
Rest of the installation then completed successfully.
Tried using in Ableton and it loaded but no sound.
Tried using in standalone player and again loaded, but no sound.
Authenticated the software, which was accepted, but still no sound.
Closed all apps.
Moved downloaded file to the portable drive.
Ran the pkg again to install, and installation completed with no errors.
Ran standalone player and CFX Lite works in full with no need to authenticate again.

Not sure if any of the above steps helped or if it was blind luck that it installed for me. That there was no sound is logical since the installation of the samples was what failed and if they aren't there, then... no sound.

Moving the installation file to the portable drive may have helped as that has worked for me previously with other installation errors on video games in Windows (possibly to do with inheriting permissions during install?).