Apple - Mounting a remote SCP or SFTP share on Mac

Seems https://mountainduck.io is where it's at:

Mountain Duck lets you mount server and cloud storage as a local disk in the Finder.app on Mac and the File Explorer on Windows. Open remote files with any application and work like on a local volume.

If you find other alternatives, add them at https://alternativeto.net/software/mountain-duck/

Two good options, one paid, one free.

Transmit

Transmit is a long-standing and well-regarded Mac app that handles FTP, SFTP, S3 and WebDAV (possibly other protocols, I'm not sure). It can mount anything you can access as a local volume. $34, but it's the faster way, if you don't mind buying another app.

FUSE and Macfusion

Download and install FUSE for OS X and Macfusion. Make sure to check MacFUSE compatibility when installing FUSE for OS X. Open up Macfusion, add a new share with the + button, and you should be set. This is the free option, but it can be a bit fiddly, and I've heard it can be less stable, but I don't have enough experience with it to say for sure.