Where can we see that OSX has blocked the VMWare? The screenshot you display doesn't show that. Neither my access to such screen when I got the same issue. I thought that by unlocking the access such message would appear, but it didn't. I also thought that by allowing that all apps from identified developers could make changes could solve the problem, but it didn't. Unless that OSX doesn't view VMWare as an identified developer, which is strange since I already have it installed in my system.

Please, How can I move out of this situation (to get VMWare back working)?