Hmm I'm very keen to see Guns blazing on MacOS X.
I know you are currently using Lazarus, but would you mind trying to compile the game via the command line, to see if that works instead? Trying both with your SDL_Main and the one that the wiki says is supposed to be there.
My understanding of the -XMSDL_Main command line switch is that it should rename the system.pp main() to SDL_Main() during compilation to facilitate SDL compilation, hence my surprise that you had to create your own.

Personally the last time I used Lazarus under Unix I had problems getting some of the JEDI-SDL demos working, so in the end I switched to using the command line compiler. I cannot deny that it may not have worked because of my lack of familiarity with Laz, but at the time it seemed quicker to just get things working using the command line compiler.