Upgrade CI to Mac > 10

[timmc-edx]

Some of the CLI tests run on Mac 10.15 images, but that is being deprecated and will become unsupported by 2022-08-30: actions/runner-images#5583

Difficulties:

• The upgrade to latest image (Mac 12) is stuck because we are using an older version of virtualbox for our CLI checks, as the latest version causes issues with our tests: fix: use old virtualbox in cli tests for mac #858.
• MacOS 11 and 12 both need security preference changes for any new software packages installation, and due to this virtualbox wasn’t even added in the base image for MacOS 11 ([macOS] Install virtualbox on macOS-11 actions/runner-images#4010). MacOS12 image contains latest virtualbox out of the box but it doesn’t work with our tests, and downgrading to an older version needs security preference changes now on latest versions of MacOS.

#953 contains some attempts but none of them worked.