Keyboard Maestro has no known problems with Mojave and the current version should work without any issues.
Keyboard Maestro back to version 2.x continues to work in Mojave (though obviously with caveats based on older versions not knowing about modern security issues).
Keyboard Maestro does not have any support for Dark Mode. It may come in a future version, but not any time soon.
You will have to ensure you enable Accessibility for both Keyboard Maestro and Keyboard Maestro Engine. If you have any troubles with accessibility (eg typing keystrokes, pasting, etc), try toggling the accessibility permissions for Keyboard Maestro and Keyboard Maestro Engine off and then on again.
Also, new in Mojave you will have to enable “Automation” (which really means Apple Events/AppleScript control) for every application you wish to control via scripting (this includes things like the SafariURL token or most other Safari, Chrome, or iTunes actions). This is a pain, but you should only have to do it once per target application and unlike Accessibility, you only enable it for Keyboard Maestro and Keyboard Maestro Engine inherits it. If you have automations that run in the middle of the night you may want to try to “pre-approve” them, although there is no direct support for this.
Keyboard Maestro will ask for permission to access your Contacts to fill in a default email address for contact or crash reports, but you do not have to allow that. It will be required if you use any of the AddressBook tokens.
Keyboard Maestro doesn’t ask for permissions for Location Services, Calendar, Reminders, Photos, Camera, Microphone or Full Disk Access, not unless you run some sort of script or action that accesses them (there are no native actions to access them currently, though there may be in the future).