By default, CertSage is configured, in a way, to be optimal for cPanel hosting, which in this case means that it tries to create its data directory (CertSage) in the parent directory of where certsage.php is located (hence the ../ before CertSage in the error). You should still be able to use CertSage for your system. You'll just need to change the location of CertSage's data directory to a location where CertSage has the appropriate permissions. If you open certsage.php in a text editor of some kind and look at line 18, you'll find:
public $dataDirectory = "../CertSage";
You can modify the path inside the quotes to point to wherever you want for your system so long as PHP has appropriate permissions to access that location. Whatever you choose, make certain that location isn't accessible from the public internet or you'll compromise your private keys!