Thanks so much. I think I found a great solution for Mac. Perhaps others are interested:
1. After establishing your target EQ filter in REW, go to File>Export filters impulse response as WAV. Name and save to a location of your choice.
2. Download the Lernvall Audio LAConvolver plugin and install in your Components plugin folder
3. Download the menuBus applet, which allows you to insert an Audio Unit plugin in the system audio output chain. Make sure in Audio Midi Setup that menuBus is selected as the output.
4. From the MenuBus applet at the top of your Mac menu bar, load up LAConvolver and for both channels load the exported filter impulse WAV. You can also mix in the unfiltered dry signal. For me, I find this is good because correction can be too much. I have my dry set -12 dB below the "wet" correction filter signal.
You can easily toggle correction on/off. For my main "mix" position, it sounds super good corrected.
I'm doing this in Catalina, and am having no issues with menuBus version 2.4.04