What is the macro lens of choice for the d850? ...
There were really only two choices, from Nikon. The 60 and the 105vr. The 60 is both too short and lacks VR. The 105vr is a decent all-purpose lens in addition to a good macro lens. (The z version is better in both respects).
The 105 gets a lot of sales because it is a decent compromise focal length. Not too long for non-macro, long enough you can get some lighting between the camera and lens. VR and autofocus are handy, though not that much for true macro.
I am looking at getting a macro lens and was thinking of the Sigma 150 os version. ... how well does it work with the d850 and what alternatives are there please?
I have not used one with a D850, but it seems like it should be fine. The 105 is as long as you see a macro lens without a tripod ring, but the 150 & 180 Sigmas have that. If you are shooting true macro, you definitely want a tripod, and you probably want a focus rail too.
Macro lenses are mostly similar, with excellent (close-up) resolution and very flat fields. The biggest different is in focal length which is mostly important for working distance from the subject. Myself, I do a lot of macro shooting (mostly near macro) underwater shooting creatures about the size of a US quarter. I typically can only get close enough to fill the frame in DX mode, and I've figured out (using a 1.4TC) that 150mm would be the perfect focal length for me. Basically allows me to approach creatures the way I usually do, but mostly fill the frame.
For macro shooting in general, lighting is a big key. When you are shooting at F16-F29, you are going to need to add your own strobe(s), so keep that in mind.