To run the installer you first have to put a missing DLL-file in your system32 folder within the Windows XP bottle: https://www.dll-files.com/mfc42.dll.html
Once installed, you will need the 1.0.10 patch to run the game without the CD. Then I highly recommend Chimera, the update to Halo that we should have had but never got: https://github.com/SnowyMouse/chimera
Here's a step-by-step tutorial how to run Halo CE with crossover: Youtube
It's working, even Multiplayer, but not running great on a MacBook Air M1 though.