Create action to access Shadow/Highlight

If you created that action in a previous version, and if Photoshop was upgraded on the same computer, that old action should still be there but under the Yours tab.

But you say you have a new Mac, and in that case, any actions you created on the old Mac need to be brought over. Did you use Apple Migration Assistant to bring over what you had on the old Mac, or did you start over on the new Mac?

Either way, if you did not export your actions on the old Mac to an .atn (actions preset) file that you import into the new Mac, then custom actions should still be on the old Mac in the default location. That would be in:

/Users/[username]/Library/Preferences/Adobe Photoshop 2026 Settings/Actions Palette.psp

If you copy that file to the same folder in the new Mac, the actions you’re familiar with should show up in the Yours tab of the new Actions panel on your new Mac.

It should still be possible to make a Shadows/Highlights action in the current version of Photoshop.

And if you are missing any other settings or presets you relied on in the old Mac, this Adobe help article tells you where all the settings are stored, so again, get them back from the old Mac if you still have it:

https://helpx.adobe.com/photoshop/kb/preference-file-names-locations-photoshop.html

These are the actions I see when I click on Window>Actions.

Under Essentials, I have somewhere around 40 actions.
Under Yours, I have dozens of actions that I don’t recognize. A good chance that I’ve never created actions.

“When I try to record, it says there are no actions listed.” 
I don’t see any actions when I begin recording an action, so it’s confusing tht you expect to see existing actions.

Have you checked out Adobe’s Record an action webpage?