I'm not sure if this is a configuration problem or not. The problem recurred later in the day when the pool filled up.
I don't think this is a configuration problem, but a version 7.0.5 bug. I was able to reproduce this error using version 7.0.5, but it worked fine using version 7.2.0:
***** using version 7.0.5 (output from debug mode):
bacula-sd: dircmd.c:802-0 Found changer device vDrive-1
3001 OK mount requested. Device="vDrive-1" (/opt/bacula/volumes)
bacula-sd: file_dev.c:173-62 open failed: file_dev.c:172 Could not open(/opt/bacula/volumes/Teste-0312,OPEN_READ_WRITE,0640): ERR=No such file or directory
bacula-sd: mount.c:746-62 Create new volume label vol=Teste-0312
bacula-sd: file_dev.c:173-62 open failed: file_dev.c:172 Could not open(/opt/bacula/volumes/Teste-0312,OPEN_READ_WRITE,0640): ERR=No such file or directory