How can I download files from Linux to macOS only using the existing SSH connection? How can I download files from Linux to my Mac OS using only the existing ssh connection? 

I know if I use the Windows System, I can use lrzsz to down files:

yum install lrzsz
sz file // there can use the `sz` download file to windows


but this is not apply to macOS.



If macOS is in a public IP address environment, I can use the scp to copy it, but there is a NAT, I can not do it.
You can actually the sz program for downloading to a Mac as well.

If you want to be able to run scp on your Mac to download files from the Linux machine when it is behind NAT, you'll need to setup a port forward in your router to forward your public IP address port 22 to port 22 on the Linux PC's local IP-address. You'll then enter the public IP address when running scp on your Mac.

However a perhaps more "user friendly" option is to use a service such as for example Dropbox. If you install that on both your Linux computer and Mac, you can send files back and forth that way without worrying about NAT.

Another option is to use VPN-software to connect both your Linux and Mac to the same virtual network. Then you can use scp as you're already using on the local network to copy files.