Moving to El Capitan? Then you need Mono version 4.2.x or 4.0.4.4.

From the Mono mailing list:

What is the difference between the latest Mono 4.0.4.4 package for Mac and the 4.2.1 El Capitan Preview? The changelog of 4.0.4.4 includes “33585: El Capitan System Integrity Protection support.” so i suppose that the 4.0.4.4 also works on El Capitan?.

Reply from Miguel de Icaza:

One is based on Mono 4.0 series, with minimal changes just to enable the support on El Capitan; The 4.2 has the same changes, on top of the latest Mono 4.2, available on Alpha and the release candidate.