Hello Gunnar,
The error states the directory path your created is incorrect. So go back to the first grader cell where it mentions you how to create the directory path. It also gives you hint about how to create the directory. I know you might have got a similar result as the expected one, but this grader cell are autograded, there can be many different ways to write code path for a directory but the grader is looking for to write code in a particular way which is not matching with the codes you have written.
Kindly refer the below post comment for guidance i.r.t. create and split data grader cell.
Let me know once your issue is resolved.
Regards
DP