Tomcat works in a "sandbox" where only a few subdirectories in /var/lib/tomcat9 are writable by default. Headwind MDM default storage is in the Tomcat cache directory (/var/lib/tomcat9/work) because it is writable without an additional configuration.
To be able to use an alternative storage (for example, /var/lib/tomcat9/hmdm), add the directory to the service configuration.
systemctl edit tomcat9.service
and add the following lines:
[Service]
ReadWritePaths=/var/lib/tomcat9/hmdm
After that
systemctl daemon-reload
systemctl restart tomcat9.service
This will allow Tomcat service to write in the /var/lib/tomcat9/hmdm directory - re-run the installer, it should work as expected.