For the first example, it sounds like you want different MIDI buttons for each track. So Button1=NextLoop Track1, Button2=NextLoop Track2, etc.
The easiest way to do this is in the binding. You would make 8 (or however many tracks you have) bindings for the NextLoop function. In the binding popup editor there is a field labeld "Send To". Set that to a different track number in each binding.
If you want a button for direct access to every loop in every track (8 tracks * 4 loops) = 32 buttons, you can use the SelectLoop function rather than NextLoop. In the SelectLoop binding editor, there are two fields, "Sent To" to set the track and "Loop to Select" to set the loop.
There are many variants of this. You could have 4 SelectLoop buttons with "Sent To" set to "Active". Then you have a button for NextTrack that lets you move over the tracks, it's a two step process, first you move to the track you're working in, then use the SelectLoop script, but it saves a lot of buttons.
For the permissions problem, the default location for scripts on Mac is here:
/Users/<yourname>/Library/Application Support/Circular Labs/Mobius/scripts
That needs to have write permissions. It;'s strange that the installer was able to put things there but when Mobius runs as an app, it can't. When you're in the Script Editor and click Save and a file chooser popup is displayed, you should only be typing in the file name, do not navigate away from the folder it starts in. If you change some part of the path so it didn't go exactly inside that path I wrote above, then that could be the problem.
As Trevor mentioned, we're moving toward a new system called the User Library which in the current build is still called the User File Folder. This lets you enter a path where you want Mobius to save user generated content like scripts and sessions. It can be anywhere you want, as long as Mobius will have write permission. Try setting that in File->User File Folder to something like /Users/<yourname>/MobiusLibrary. Once you do that, when you save a script in the editor it should choose that as the containing folder rather than Application Support.