Hi @LiSaiyu,
The warnings/errors (1, 2, 3) might be ok, but those permission related errors (4, 5, 6) look strange. Could you try running gmt clear all in your terminal console and re-run your script to see if it helps? That command will just clear your gmt cache and data folders, in case some data got corrupted when you were downloading the earth_relief files.
If that doesn’t work, please post the output of pygmt.show_versions() (ideally in plain text rather than a screenshot) so we know what versions of GMT you are using and the filepaths to the GMT directories.