I am on a Mac Mini running Mojave. I tried downloading DPP 4.11 and it goes as far as "Extracting Files" when I double-clicked the installer, but then the 4.11 version never appears, anywhere. I have tried to redownload it several times as well as multiple times reopening the installer. This has happened to me before and somehow it was fixed. But this time nothing happens.
I am having the same problem on my 2017 iMac 5k running MacOS Monterrey. I have DPP installed and am trying to update it. Like you, I get the installer and after clicking it, a dialog box appears showing files are getting extracted and something flickers in my dock and then nothing. The same thing happens with the EOS Utility software. I've checked security settings and there's nothing apparently wrong. I have installed other software recently. I also launched without having any other software utilities load. That didn't help either.