Project Z now runs natively on linux and macOS!
Or at least it should, if you have problems, please let me know in a comment here or some other way with as much information as possible and I'll try to fix it.

macOS:
Project Z uses Metal for rendering on macOS and may require the macOS beta of SteamVR to work in VR. When playing in VR, it does not open a preview window on your laptop. This helps a lot with performance when running on a MacBook Pro without external GPU. And in case of an external GPU it makes things a little easier for me.
The non VR version does open windowed and there is currently no way to go fullscreen (you can, but rendering will be distorted).
Recently Apple changed their requirements for app bundles and code signing on macOS for some more security, but it could also cause everything to work great in my testing but not on other systems. So if it does not launch, this is likely the reason. If that happens I am sorry and will try my best to get it fixed.

linux:
Project Z uses Vulkan on linux for rendering and in case of problems please verify that you are using up to date graphics drivers. The game should work fine in VR, but doesn't open a preview window. In this case because it requires some bigger changes to the rendering which I wasn't willing to do yet.
The non VR version will open in fullscreen and I have no idea if there is a way to switch to windowed mode.
On linux there are a lot of different distributions with different pre installed libraries which the game may or may not depend on. Steam also provides some to make this easier, but if it ends up not working a missing dependency is probably the reason. It should run fine without any additional requirements on latest openSuse and latest Ubuntu and maybe some others. But if you do have problems please let me know and I'll try to help or fix things as needed.

windows:
Project Z uses DirectX 12 for rendering and requires Windows 10. The VR version has a preview window which can be scaled with the mouse or switched to fullscreen (and back) by pressing alt + enter.
The non VR version opens windowed but can be switched to fullscreen (and back) by pressing alt + enter.