export – trace the export to PDF with an incorrect font in macOS

I have a plot that uses the font. TeX Gyre Pagella. Which is not a native source of Mac OS but I installed it through source books for all users and the system.

At the Mathematica output it looks completely fine (not before I installed the source for obvious reasons). But when I click save in pdf the source changes to another (I do not know which).

Why is this happening? Why would the export of the plot change the source it uses? I have been exporting to .png and I use the plot like this, but I lose quality and the vectorized plots that I prefer.

Thank you!


Edit:

I am using Mathematica 11 and macOS Mojave 10.14.4