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.