>I cannot find any folder structure var/tmp/BAA023988/catalog/DATA-PROTECTOR.2/pfiles/
Since in /var/tmp/, it is likely the directory was removed after swinstall ran.
I'm not sure how you could get permission denied if you are running as root.
You may have to look inside /var/adm/crash/dp9/hpux/DP_DEPOT to extract the checkinstall script.