How to set it up to switch between tabs using TAB key on Macbook?
save dialog specific shortcuts:

To save, simply press return 

To cancel, hit esc or cmd+.

If you do not want so save, hit cmd+D or cmd+backpace

using tab:

If you want to use the tab key, you should enable keyboard access by hitting ctrl+F7 Note: Depending on your setup, you might need to additionally press fn to use the function keys. 

Once you've enabled keyboard access, you should see an additional blue glow around the currently selected button. You can then cycle with tab (holding shift to go backwards) and select your option by pressing space.