You’ll want to check with a Yamaha Customer Support... this synth site supports Yamaha Synthesizers and Stage Keyboards...
check the back page of your Owner’s Manual for contact info.

There's a few Mac drivers. I'm guessing you downloaded the right one - but just walking through what I see here.

https://usa.yamaha.com/support/updates/usb_midi_driver_for_mac.html

USB-MIDI Driver V1.3.2-2 for Mac macOS 10.15-OS X 10.5

Covers your OS. It also says the MIDI driver is for:

The USB-MIDI Driver is for use with Studio Manager V2 Host and Editor.

So you may want to have those applications installed as well.

This seems to cover it (for host):
https://usa.yamaha.com/support/updates/studio_manager_mac.html

Studio Manager V2 Host V2.3.5-2 for Mac macOS 10.14-OS X 10.7

I'm not sure where to find the editor that runs in the host. Maybe it comes with the host although other products have separate downloads for the editor.

Looking at the original docs - it looks like the product was initially launched with only Windows support (owners manual only has docs for Windows). Which is why you still can't find the Musicsoft Downloader for Mac today.

Don’t waste your time and effort with the Studio Manager, your keyboard is not and never was supported by Studio Manager (any version). Studio Manager was exclusively for specific Yamaha Synthesizers and studio recording support gear (Mixers, Effect processors, etc) that have computer-based Editor software. It supported (hosted) these Editors which provided advanced routing and multi-port communication between the Gear and DAW software.

DGX-230 is not in that class of product. Nor does it have an Editor, to host. I’m sure it is meant to be helpful, but it would be a waste of your time and effort.

Your issue is that you have a product about a decade old, if you downloaded the current Yamaha USB-MIDI Driver and it is not working, you want to have someone at Customer Support look into the situation — The farther the distance between the product release date and your newer computer, the more issues you may run into. Best to rely on the Customer Support folks, particularly with this type of legacy keyboard (Digital Grand) product.
There were tons of DGX-230/YPG-235 products in the market, so they would have more insight having probably helped hundreds of other customers in your situation.

Don’t spend anytime trying find and install Studio Manager, it has nothing to manage for your instrument. Your best bet is to call Yamaha Customer Support, identify yourself product, they have an archive of what works with what in this kind of ‘older hardware—newer computer‘ situation.

Thanks so much for helping, I will contact customer support and see what they recommend.