But what I don't understand is that it says acces denied when I try to install it.
Could be that Apple changed some things with newer versions of OS X. I currently don't have El Capitan running (might be able to set that up in a while) so it's a bit hard to say.
Generally speaking installing the bootloader to an Ipod requires direct disk access, which is something operating systems (not only OS X) are a bit not-so-fond about. That makes a lot of sense since you can damage the complete disk contents if you're doing something wrong ...
Could it be caused that I am using a FAT model ipod?
No. Having the Ipod FAT formatted is actually a requirement for installing Rockbox.
One thing you can try is running ipodpatcher using sudo and see if that makes a difference (or run Rockbox Utility using sudo). Apart from that, given that the selected mountpoint is correct, I have no clear idea why it's not working, would need to try that myself.