Perhaps not creating the calibre library in /Volumes? I've been using /Users/<username>/CalLib/<calibre library name> (I added the CalLib directory to the calibre default to keep my Intake and Main libraries in the same area).
Basically, you are trying to create a library in an area where root is the owner. So you will need to start playing with changing access and owner which is not a good idea.
Alternately, you could launch calibre from terminal using sudo.
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