Edit: I'm going to completely restructure my answer because my original answer did not necessarily answer the question at hand. I referred to trying it in VirtualBox and went off on a rant about how they shouldn't really use Kali. Apologies to the OP.

Maybe try different ISO files (or whatever the file format is)

I've found that the Kali website has a live and installer file. Try both of them, and tell me how that goes.

Edit 2: I've suggested to OP to contact the Kali team to check if Macbooks are supported (as in being able to install Kali on one). I hope this helps.

Edit 3: I'd like to add a disclaimer. OP already clearly knows the intent of Kali, but this is for whoever else reads this. Kali Linux is not a distro for daily use. Kali is a distro for security experts. You should NOT perform any activities which are malicious with this. No one takes responsibility for your actions but YOU.