Since https://issues.jenkins-ci.org/browse/JENKINS-36088, materializing a server key triggers an exception:

15:38:55 java.nio.file.NoSuchFileException: /var/lib/jenkins/.docker/7d36d1a6-4917-4dc8-97b6-2babbb2ae3d7
15:38:55 at sun.nio.fs.UnixException.translateToIOException(UnixException.java:86)
15:38:55 at sun.nio.fs.UnixException.rethrowAsIOException(UnixException.java:102)
15:38:55 at sun.nio.fs.UnixException.rethrowAsIOException(UnixException.java:107)
15:38:55 at sun.nio.fs.UnixFileAttributeViews$Posix.setMode(UnixFileAttributeViews.java:238)
15:38:55 at sun.nio.fs.UnixFileAttributeViews$Posix.setPermissions(UnixFileAttributeViews.java:260)
15:38:55 at java.nio.file.Files.setPosixFilePermissions(Files.java:2045)
15:38:55 at hudson.FilePath._chmod(FilePath.java:1618)
15:38:55 at hudson.FilePath.access$1500(FilePath.java:197)
15:38:55 at hudson.FilePath$29.invoke(FilePath.java:1600)
15:38:55 at hudson.FilePath$29.invoke(FilePath.java:1597)
15:38:55 at hudson.FilePath.act(FilePath.java:998)
15:38:55 at hudson.FilePath.act(FilePath.java:976)
15:38:55 at hudson.FilePath.chmod(FilePath.java:1597)
15:38:55 at org.jenkinsci.plugins.docker.commons.impl.ServerKeyMaterialFactory.materialize(ServerKeyMaterialFactory.java:86)
15:38:55 at org.jenkinsci.plugins.docker.commons.impl.CompositeKeyMaterialFactory.materialize(CompositeKeyMaterialFactory.java:69)
15:38:55 at org.jenkinsci.plugins.docker.commons.impl.CompositeKeyMaterialFactory.materialize(CompositeKeyMaterialFactory.java:69)
15:38:55 at com.cloudbees.dockerpublish.DockerBuilder$Perform.executeCmd(DockerBuilder.java:459)
15:38:55 at com.cloudbees.dockerpublish.DockerBuilder$Perform.executeCmd(DockerBuilder.java:431)
15:38:55 at com.cloudbees.dockerpublish.DockerBuilder$Perform.buildAndTag(DockerBuilder.java:373)
15:38:55 at com.cloudbees.dockerpublish.DockerBuilder$Perform.exec(DockerBuilder.java:311)
15:38:55 at com.cloudbees.dockerpublish.DockerBuilder$Perform.access$100(DockerBuilder.java:291)
15:38:55 at com.cloudbees.dockerpublish.DockerBuilder.perform(DockerBuilder.java:262)
15:38:55 at hudson.tasks.BuildStepMonitor$1.perform(BuildStepMonitor.java:20)
15:38:55 at hudson.model.AbstractBuild$AbstractBuildExecution.perform(AbstractBuild.java:744)
15:38:55 at hudson.model.Build$BuildExecution.build(Build.java:206)
15:38:55 at hudson.model.Build$BuildExecution.doRun(Build.java:163)
15:38:55 at hudson.model.AbstractBuild$AbstractBuildExecution.run(AbstractBuild.java:504)
15:38:55 at hudson.model.Run.execute(Run.java:1727)
15:38:55 at hudson.model.FreeStyleBuild.run(FreeStyleBuild.java:43)
15:38:55 at hudson.model.ResourceController.execute(ResourceController.java:97)
15:38:55 at hudson.model.Executor.run(Executor.java:429)
15:38:55 Build step 'Docker Build and Publish' marked build as failure

This happens when the new (default) NIO mode is used to perform the chmod: the posix API seems to automatically create the folder, which the NIO implementation expects the file/folder to actually exist.