Thanks to @A Kiwi, because this same problem happened to me under different circumstances. I had completed a good number of SFML (.dylib, not framework) projects on an Intel Mac running Mojave, and when I migrated my work to a new M3 Mac running Sequoia (and also updated from SFML 2.5.1 to 2.6.1) my project source files would no longer compile, getting almost the exact errors as the OP, including

Library not loaded: @rpath/...

Reason: no LC_RPATH's found

For some reason, I now have to include -rpath /usr/local/lib (or whatever the path is to your .dylib binaries) in my command line options (which in XCode is accomplished by going to Build Settings->Linking-General->Runpath Search Paths, and adding the appropriate path).