1."Filmage Screen.dmg" can't be opened because it is from an unidentified developer. Your security preferences allow installation of only apps from the App Store and identified developers.
First, go to the Apple Menu (upper left of your screen), choose System Preferences..., click Security & Privacy, and select the General tab. Then, click Click the lock to make changes.
Second, enter your username and password into the prompt that appears and click Unlock.
Third, for OS 10.12 and up, click App Store and identified developers. Then choose Open Anyway. You will be able to install applications downloaded from the internet for 2 hours and then settings will revert.
Fourth, for older versions of OS 10, click Anywhere and then on the prompt that appears, click Allow From Anywhere.
Finally, exit System Preferences... by clicking the red button in the upper left of the window. You should now be able to install applications downloaded from the internet and Open it.
2. "Filmage Screen.dmg is damaged and can’t be opened. You should eject the disk image."
First, System Preferences -> Security & Privacy -> General -> click Allow From Anywhere
Second, sometimes there is no “Anywhere” option in General tab, you can do it in the console.
The "Anywhere" option is displayed in the console:
sudo spctl --master-disable
Do not display the "Anywhere" option (macOS 10.12 is not displayed by default) in the console:
3. Why can't Filmage Screen be opened? "Filmage Screen" can't be opened because it is from an unidentified developer.
First, Open the Applications -> find the Filmage Screen.
Note: Only the first time you open the filmage screen need to do.