how to create environment variables recognized by OSX gui
It's technically possible, but messy in recent versions of macOS -- see this stackoverflow question for details. But it won't do what you want, because the environment variable substitutions you're used to are done by the shell; most GUI inputs (like the Finder's Go To Folder command) are not parsed by a shell, so no environment variable substitution is performed. The Go To Folder operation in your screenshot isn't looking for a variable named "dev", it's looking for a folder literally named "$dev".