Are you using a MBP or MacBook?
You could use a Thunderbolt 2 capture card, I've got a couple of Blackmagic Design UltraStudio Mini Recorders, and will be using them via a Thunderbolt 2 to 3 adaptor when my MBP turns up.
The Intensity Shuttle is also an option - it's USB 3 but you could always get a new cable.