I haven't made some tests on an unsigned version of Sweet Home 3D for a long time, so I tried again, and actually, there's an easier solution than the one you tried: if macOS refuses to open the downloaded application the first time, it accepts to open it the second time you right click on its icon. But this trick doesn't seem to work under macOS Sonoma, even after following Apple's suggestions or this more detailed page.
Maybe, you should consider subscribe to Apple Developer Program to get a certificate that you'll use to sign the application and notarize it.