atlasocean: I've ran into a small issue. Really small one.
The voices, you know, taunts and such doesn't seem to work, it's just silent.
I've followed the instructions from the OP and have a working copy of UT2004 on my elderly MacBook Pro with El Capitan. My thanks to the OP for a well written guide that has survived the test of time. :)
I used the original instructions and the helpful hint from fristle on page 1 about how to retrieve the CD Key from a Wineskin install. The Wineskin method of installation to get the necessary files was very straightforward, although you do need to download Wineskin and a few other packages within that application before you can start.
One thing with El Capitan was that I had to restart after applying the patch for the UT2004 app to be recognised properly as Universal (and not just PowerPC). Immediately after applying the patch it still had the 'banned' symbol and refused to open, but after a restart it was fine.
In regards to the voices not working, I had run across this page during my search for installation solutions:
https://github.com/seanhamilton/ut2004install.py Under "Outdated OpenAL library" the author describes how to patch the Unreal installation to use an up to date version of this OpenAL library and get voices back. I have done this and can confirm I have voices working as well.
In case the Github page is no longer available, the instructions were:
UT2004 includes an outdated and broken version of the OpenAL audio library, which prevents character voices from playing. This can be fixed by replacing the broken library with a symbolic link to the updated OpenAL library included with Mac OS X.
$ cd /Applications/U*T*2004.app/System
$ mv -i openal.dylib openal.dylib.broken
$ ln -s /System/Library/Frameworks/OpenAL.framework/OpenAL openal.dylib