I've looked for the message in the server.dll/server.so files. It appears to be related to saving round data to a file for backups in case the server crashes or the rounds need reset to a previous state. It's failing to write the data to the disk for any reason but it looks like the filename is "" non existant as the warning message includes a token string of the filename it trys to write to.
Quote:
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Warning("Failed to write %s!\n", filename);
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This is blank in your image. So disabling the round backup stuff through the mp_backup convars or setting a filename with this console variable may fix it?
Quote:
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"mp_backup_round_file" = "backup" game - If set then server will save all played rounds information to files filename_dat
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here's a
link to the function in hex rays that prints this warning message. In case someone has more information.