Thanks! I just set up a test environment with the same Python version, same pip version, same OS version. The following file name (the initial file name we distribute) worked as expected for me with pip install:
prodigy-1.9.6-cp36.cp37.cp38-cp36m.cp37m.cp38-macosx_10_13_x86_64.whl
10_13 vs. 10_15 doesn't make a difference for me, but I can confirm that it doesn't work if I make it cp38m.
This might be a stupid suggestion, but did you double-check that the file you're pointing pip install to actually exists at that location? Because the error pip shows if the file doesn't exist looks very similar. Maybe try pip install *.whl (with whichever relative path) to make sure the file name doesn't get messed up on the command line?