It might be a similar case when Android 4.4.x was released: the user didn't had the right to create folders on SD card. This trick might work on 7 as well, but move the Webdavserver on the SD card, and then create a folder inside its working directory. It should be something like Android / data / com.nameofapp.developer / folder name. Assign that folder and try copying something again. It worked in Android 4.4.4 and it should work on Android 7 as well.
Additionally, this could be a bug in Android 7 and unless an update comes out for Android or Webdavserver, then internal storage needs to be used instead.