EDIT: Sorry, I’m not sure how I read that you have a problem with Mosek and not with CVX in general. It is probably the bias of me testing Mosek on M1 recently ;). Of course there isn’t any CVX natively for M1 (I wonder if there ever will be). You may have to live with Rosetta and the 64x86 toolchain until the author of CVX compiles a native M1 MeX file.
I will leave my misguided comment about Mosek below, just in case someone needs it:
I tested Mosek with Matlab R2023b M1-prerelease just a few days ago and everything was perfectly fine. Remember that you have to use Mosek at least version 10.1, before that there was no native M1 Mosek toolbox for Matlab, you had to do everything through the 64x86 Rosetta emulator to use Mosek in Matlab (or Matlab at all, for that matter).
Just follow 4 Installation — MOSEK Optimization Toolbox for MATLAB 10.1.11 to install and fully test Mosek before you proceed to try CVX. If there are still issues you can also contact Mosek support.