hbmame: "Unable to find the BGFX path bgfx"

[Rhys-T]

hbmame prints this message when it starts (at least on macOS 10.15):

Unable to find the BGFX path bgfx, please install it or fix the bgfx_path setting to use the BGFX renderer.

Not seeing it with mame though. I don't know whether it's actually finding the bgfx folder, or whether it just isn't defaulting to using whatever BGFX is…