I revive the message of gentryae (natbib error (no .bbl file created)) because I have a similar problem but on Ubuntu 18.04.2 and not on MacOS : R Sweave does not compile automatically the .bbl file necessary to detect citations in the text. I found a solution with compiling in another program (Impossible to cite with biblatex in R Sweave) but it would much more convenient not to compile three times the same file (on two different softwares).
One of the comments here (https://stackoverflow.com/questions/55682811/rstudio-will-not-write-a-bbl-file-when-compiling-rnw-file-with-citations-in-na) mentioned the fact that maybe R Sweave does not run bibtex. Is there something to do to fix this problem ?