Each SMS as an attribute to store the originator of the SMS. It tells the recipient where the SMS came from. In general, this attribute is set to the phone number of the originating mobile. When you send an SMS with your mobile, this is automatically done. With SMS Mac, however, this is an attribute that by default is undefined.

It is therefore important you set this attribute in SMS Mac. You can set the originator (or caller ID) attribute using the Replies preference of SMS Mac, option Reply to Mobile.