Urs,
The best way to do what you want to do is to get yourself a so-called DAW, a 'digital audio workstation', which is a virtual multi-track recording and editing environment for all things audio and midi. On Mac, the most obvious choice would be Apple's Logic (which you can buy in, and download directly from the AppStore), but there are quite a few other choices as well (Cubase, DigitalPerformer, StudioOne, ....). They're all pretty good, each has its own passionate crowd of users, so you might wanna ask around a bit (and maybe look at a few presentation videos on YouTube) before choosing one.
But if you're serious about making music with multiple layers of instruments (combining Pianoteq with various other instruments), you really do need a DAW.
Having said that, you should also know that changing to a DAW will probably not solve those CPU-problems. If your hardware can't quite cope with rendering Pianoteq successfully in Mainstage, it's very likely that you will face similar, possibly even worse problems when moving over to a DAW. The only solution here is to upgrade to a more powerful machine, I'm afraid.
If you're not really interested in multi-track recording, but are mainly looking for software which allows you to play one or more instruments live, maybe DSP Quattro might appeal to you. DSP Quattro started out as an audio editor and that's still its main business, but it also does 'plug-in hosting', i.o.w. it allows you to load one or more virtual instruments (and process their audio output with various effects, should you like). Seriously good software. But not a multi-track recording/editing environment, like those DAW's are.
Anyway, if it were me, starting out on Mac today, I'd first get the most powerful Mac my money can buy (with as much RAM as possible) and then add Logic it.
_