Unable to use drush dl. No such file or directory filesystem.inc:267
The error:


  Failed to set default locale


sounds like tar command invoked by Drush has some problem detecting your system locale.

Try setting it to UTF-8 by the following command:

defaults write org.R-project.R force.LANG en_US.UTF-8


Source: How to fix 'tar: Failed to set default locale' error?