I am running into the same issue, that makes sense because MWAA is running in a docker compose environment which does not access by default the host file system where docker runs.
So I tried to mount the missing file in my docker environment but I am still having this error:
[2025-11-21, 15:59:13 UTC] {{docker.py:157}} ERROR - Failed to establish connection to Docker host unix://var/run/docker.sock: Error while fetching server API version: ('Connection aborted.', PermissionError(13, 'Permission denied')) [2025-11-21, 15:59:13 UTC] {{taskinstance.py:3311}} ERROR - Task failed with exception
I tried to give more authorization to the airflow user inside the docker container so that it can write to the mounted file, but that did not solve the issue.
I will keep investigating, looking at more genral setup where a script inside a docker image needs to run another docker image, independently from MWAA.