First image - during the install - just a bit further than the blue line in the image - and then it abruptly stops.
Try the following as it might provide
@John Mulcahy with some more info to reach a solution:
Mount the REW installer .dmg file.
Open Terminal.app (enlarge the window to fill the screen to avoid text wrapping) and enter the following:
INSTALL4J_LOG=yes /Volumes/REW/REW\ Installer.app/Contents/MacOS/JavaApplicationStub
The Install4J Wizard installer should start and you will see output in the terminal window.
When the Install4J Wizard installer quits, copy the text from the terminal window to a .txt file and attach it to your reply so that John may take a look at the output.
Other things to try:
Copy the REW Installer.app to your desktop and run from there to see if it completes.
Open /Users/Shared and create a folder there named Temp. Copy the installer into /Users/Shared/Temp and run from that location.