I just upgraded my mac to high sierra from snow leopard recently so I am encountering the same problem from a few years ago. I uninstalled MacTex 2014 and installed the new MacTex 2019 and the problem persists, so the message is:
/usr/local/texlive/2015/bin/x86_64-darwin/pdflatex does not exist. TeXShop is a front end for TeX, but you also need a TeX distribution. Perhaps such a distribution was not installed or was removed during a system upgrade. If so, go to http://tug.org/mactex and follow the instructions to install MacTeX or BasicTeX.
Some posts referred to https://tug.org/mactex/UpdatingForElCapitan.pdf but this doc no longer exists. It's possible that I didn't uninstall the 2014 version completely . I uninstalled following https://tug.org/mactex/uninstalling.html but I don't think I completed the steps for TeX Distribution Data Structure and Ghostscript.