I tried to install Valgrind with brew install Valgrind and got :
brew install Valgrind
valgrind: This formula either does not compile or function as expected on macOS
I have just found a working solution to use VALGRIND on my Mac (Mojave 10.14.6). Just run this command :
brew install --HEAD https://raw.githubusercontent.com/LouisBrunner/valgrind-macos/master/valgrind.rb
(From https://github.com/LouisBrunner/valgrind-macos)
Hope it will work for you.