Windows DEP only applies W^X (more accurately, !X) to the default stack and heap; programs can still freely allocate new memory as PAGE_EXECUTE_READWRITE if they want RWX memory.
macOS W^X on Apple Silicon, however bans RWX memory outright, making it impossible to have a page in memory that is simultaneously writable and executable. Instead, if you want to be able to write instructions to a page and later execute them (e.g. for JIT compilation), you have to (1) have a special entitlement (or opt out of the Hardened Runtime), (2) map your memory with a special MAP_JIT flag, and (3) call special mprotect-like functions to toggle the protection between RW and RX every time you want to modify the code.
There does, however, seem to be a bit of a loophole: the JIT protection flags are applied per thread meaning that in principle one thread could have the page RW while another has it RX.
