How about in the Ubuntu VM? I ran into the same issue on that environment and I am not sure what the solution is (or really what the issue is since the socket does exist in that path)
My goal is to be able to get clustering setup so I can replicate Issue 2166
When you compile Incus, you get the incusd binary. You would need to setup some service file (i.e. systemd) so that your Linux distribution would start and keep running the Incus service.
For your debugging purposes, you may find useful to start incusd --verbose from a new terminal window so that you can see in real-time what’s going on while debugging the thing you are interested in.