I've now got the Mac version behaving as it should with regards to proper file system practices. I didn't need to make an actual installer, as the game will just be a zipped app bundle. When you run the game the first time, it will create an 'Ascii Sector' folder in 'Library/Application Support' which contains the log and options file, as well as the saves, movies and quests folders. Figuring out how to get the correct paths from the system was a bit of a hassle, especially getting Free Pascal to expand '~' to the user name.
This new setup means that the game will no longer ship with any quests packed in, as the quests folder doesn't exist until you've run the game at least once. I'll also have to figure out what to do with the manual PDF file, as hiding it inside the bundle probably won't be much help. I'll probably just not pack it in with the game download, but just offer it as a separate download. Or I could have the bundle inside an 'Ascii Sector' folder in the downloaded zip file and then just also have the manual in that folder. That's probably the best solution, though I don't like having the app bundle in a folder when all saves and stuff are stored elsewhere. Hmm...
Also, the game currently crashes when loading a save game, so I'll have to figure out what's going on there.