Unfortunately, although the command line report tells you they are there, you cannot yet show non-manifold edges on the screen in Mac Rhino. So I’m afraid, aside from Rhino telling you there are non-manifold edges somewhere, you will have to go about finding them manually.
Usually non-manifold edges are the result of a surface getting “stuck” inside an object as a result of a Boolean which looks like it went OK, but actually failed partially and didn’t remove all the stuff it should have. To find such surfaces you can try a ghosted view, which will maybe show a darker area where there is one surface too many. Another excellent tactic is to work in shaded mode and use a ClippingPlane to slice through the object and move it back and forth - you can usually easily detect extraneous surfaces inside the object, as long as they’re not microscopic.
Another more invasive procedure is to Explode the object, then Join again. Rhino will not join the parts back into a non-manifold object, so it will leave you either with several separate parts, or one part with real naked edges. The separations/naked edges will show you where the problem is.
In the case of your example there are actually two surfaces inside the object with the rounded end, if you explode the object, remove those two surfaces and then join, you should be OK. Note that the problem of a Boolean operation that produces non-manifold edges is usually due to something being just out of tolerance…