This is a simple permission issue in directadmin. The CSF in directadmin is running a setuid program. So it simply need to enable the setuid permission for the root user in this program. You may need to look into the following file ,
# ls -al /usr/local/directadmin/plugins/csf/exec/csf
-rwxr-xr-x 1 root root 8112 Jun 23 10:37 /usr/local/directadmin/plugins/csf/exec/csf
Now you need to enable the “S” bit as follows,
# chmod 4755 /usr/local/directadmin/plugins/csf/exec/csf
# ll /usr/local/directadmin/plugins/csf/exec/csf
-rwsr-xr-x 1 root root 8112 Jun 23 10:37 /usr/local/directadmin/plugins/csf/exec/csf
Now login to the directadmin as admin user and check the CSF page. It must work.