Since 1.14.6 Wesnoth for macOS uses app sandboxing feature, which means Wesnoth has a new location for saves, addons, maps and preferences. Everything will be migrated to the new location on first run.
A: No, it won't.
A: Probably not. Every dev version of Wesnoth for macOS since this commit will automatically link the old saves location to the new one. So you shouldn't be able to recognize the change.