In a copy of your first screenshot in your initial post, I have highlighted a point that confuses me. And this is what I was referring to earlier:
1.png
The "Untitled" folder, and the name of a folder (or two??) in it has me thinking that what I am seeing is one of your memory cards in your camera. Now I see that you have a Sony A7RV , and looking on-line, I see that that camera has Dual slots supporting both CFexpress Type A and UHS-II SD cards. Is this source one of those cards?
One additional issue that comes up is that folder name looks more like a folder that would be created in an Olympus camera, not a Sony. I would think it would be more likely named something like 100MSDCF. Was either of your cards previously used in an Olympus camera?
BUT....
Looking at your first screenshot in your reply, I see:
2.png
In that screenshot, you are clearly importing from the Sony, in the SD card, with the assumed folder name as would be expected. And you have selected COPY, as one would expect, as should work.
So the very first screenshot in the first posting is suspect. Or I am reading it wrong (enough or too much coffee??).
UGHHHHH
additional point, (above point made me re-look). In that screenshot in your reply. Something looks very wrong with the destination side. Not sure how an SD or CFExpress card shows up as a destination. And based on top right, not sure that is the destination.
3.png
Recommend that you intentionally change the destination to a known hard drive in your MAC, and see what occurs. Even if you think it is correct.
This looks like a CFExpress card, not an SD card. CFExpress is seen by MacOS as a removable hard drive rather than a memory card, and so Lightroom can use it as the destination for imported images.
That does not seem to be the problem in this case, however. The problem can be seen at the top right of the destination. It looks like the destination folder is set to 'Macintosh HD/Users'. That folder is off limits to Lightroom and should be off limits.
@victoria_3508 You must expand the Macintosh HD entry in the Destination panel and choose a folder for the images that Lightroom is allowed to write to, such as a subfolder inside your 'Pictures' folder.