Ok, so I think there must be an error in my modified build script, as now (although not when I first tried) it mostly builds ok using the original one. Mostly, because the issue with the _pcbnew dependency shows up.
I can create a usable mac version of kicad (the project exe), eeschema and pcbnew (the main app), though there are a number of compiler warnings.
@kusmi, the nightly builds for mac aren't building, although I presume 4.0.6 was built from a branch -- the master build has moved on a lot more, so this isn't precisely the reason. Was 4.0.6 created to fix a linux-only issue?
Have had a look at the cmake dependency issue and no obvious solution has presented itself so far, though I am fairly new to cmake. I'll have another look shortly.