Hi @EncryptNewbie,
It does create them on its own, but it deletes them right afterward (that is, once the challenge has succeeded or failed). If you want it to pause in the middle for you to take a look, you should be able to use --debug-challenges (I hope this works properly with renew because I’m more accustomed to people using it with certonly).
The most common reason for the error that you’re seeing is that Certbot doesn’t have the current, correct webroot directory for each subdomain. This could happen if you only specified the webroot for one subdomain but not for others, or if the webroot location for any subdomain has changed since the time that you originally got your certificate.
The webroot location or locations that you specified when you first obtained your certificate with Certbot is stored in /etc/letsencrypt/renewal/digitalmarshmellow.com.conf, probably in a webroot_map section, which says which directory Certbot expects to be able to use to create web content under each individual subdomain that the certificate covers. You can also take a look at that and see if it matches your understanding of your current webserver configuration.