I tried disabling SIP on El Capitan as suggested in https://www.mail-archive.com/lyx-users@lists.lyx.org/msg101934.html
This doesn't fix the problem with the symbol palettes -- clicking on the symbols doesn't work. LyX 2.1.4, July 24, 2015, OS X 10.11, MacBook Pro Retina, 15-inch, Mid 2014. John