tl;dr: homebrew now builds all packages in sandbox

Issue in homebrew tap https://github.com/haraldF/homebrew-kf5/issues/133
Full build log: https://gist.github.com/12c42d1a90a7a93387f4a8bc81bbf5e7
Related issue: https://github.com/haraldF/homebrew-kf5/issues/127

Error message in console:

==> Installing haraldf/kf5/kf5-konsole dependency: haraldf/kf5/kf5-kwallet
==> Downloading http://download.kde.org/stable/frameworks/5.37/kwallet-5.37.0.tar.xz
==> Downloading from https://download.kde.org/stable/frameworks/5.37/kwallet-5.37.0.tar.xz
######################################################################## 100,0%
==> cmake . -DCMAKE_C_FLAGS_RELEASE=-DNDEBUG -DCMAKE_CXX_FLAGS_RELEASE=-DNDEBUG -DCMAKE_INSTALL_PREFIX=/usr/local/Cellar/kf5-kwallet/5.37.0 -DCMAKE_BUILD_TYPE=Release -DCMAKE_FIND_FRAMEWORK=LAST -DCMAKE_VERBOSE
==> make install
Last 15 lines from /Users/yurikoles/Library/Logs/Homebrew/kf5-kwallet/02.make:
-- Installing: /usr/local/Cellar/kf5-kwallet/5.37.0/lib/cmake/KF5Wallet/KF5WalletTargets-release.cmake
-- Installing: /usr/local/Cellar/kf5-kwallet/5.37.0/mkspecs/modules/qt_KWallet.pri
-- Installing: /usr/local/Cellar/kf5-kwallet/5.37.0/share/dbus-1/services/org.kde.kwalletd5.service
-- Installing: /usr/local/Cellar/kf5-kwallet/5.37.0/share/dbus-1/services/org.kde.kwalletd.service
-- Installing: /Applications/KDE/kwalletd5.app
CMake Error at src/runtime/kwalletd/cmake_install.cmake:47 (file):
  file INSTALL cannot make directory "/Applications/KDE/kwalletd5.app": No
  such file or directory
Call Stack (most recent call first):
  src/runtime/cmake_install.cmake:32 (include)
  src/cmake_install.cmake:33 (include)
  cmake_install.cmake:36 (include)


make: *** [install] Error 1

If reporting this issue please do so at (not Homebrew/brew or Homebrew/core):
https://github.com/haraldf/homebrew-kf5/issues