Confusing PermissionError from Fido.fetch when path contains directories that don't exist yet

Confusing PermissionError from Fido.fetch when path contains directories that don't exist yet: a task in MiMo-V2.6-RL-harbor-code: MiMo-V2.6-RL Code (Harbor) (Harbor dataset). I'm downloading some AIA data with Fido and I want it organised into a tidy local folder structure, e.g.