I recommend not playing the game while watching the OBS preview window - even the best capture cards are going to have noticeable delay. What I do is I have my Elgado HD60S+ capture device outputting to the Mac for capturing in OBS - and I also have an HDMI cable connected from the passthrough output of the capture device and then into my gaming monitor. I have the iMac on the left and the gaming monitor on the right, and I play the game by watching the gaming monitors while glancing back to OBS now and then to check on chat, ensure the stream's still running properly, etc.
Hope that helps.