I'm sorry for reviving this old thread, but I have the very same issue.
Debian Buster does not have KEYRING:PERSISTENT support enabled in the kernel:
cat /boot/config-4.19.0-13-amd64 | grep PERSISTENT_KEY # CONFIG_PERSISTENT_KEYRINGS is not set
I wonder if the directory creation problem is a consequence of the UID mask of the sssd_be process, i.e. similar to: https://github.com/SSSD/sssd/commit/14050f35224360883e20ebd810d3eb40f39267cf