I opened my indi project in QT Creator and found MSG_NOSIGNAL in the code of indiserver.cpp. I right clicked on it and said to "Follow Symbol under cursor" and it took me to Socket.h which was in my Xcode sdk in this folder:
#if __DARWIN_C_LEVEL >= 200809L
#define MSG_NOSIGNAL 0x80000 /* do not generate SIGPIPE on EOF */
#endif /* __DARWIN_C_LEVEL */
I checked at the top of the indiserver.cpp file and indeed it says "#include <sys/socket.h>" so this file should be included and the symbol should be defined I would think. Do you have Xcode installed on your machine with the latest SDK?