While Activating the Winshuttle Transaction, this error will occur.
Transaction 10x, Runner 10x
When the Winshuttle is installed in the Citrix Environment, certain folders are not copied and hence causing this issue. My Docs folder is based in the Network directory. If Transaction does not have authorization to create new Directory and when it needs to create the Directory, it fails.
Manually create these Directories with your user and now Transaction will be able to write to this folder.