bwa index -a bwtsw /Volumes/major/DATASETS/LmjFwholegenome_20070731_V5.2.fasta
and then I have
[bwa_index] Pack FASTA... [bns_fasta2bntseq] fail to open file
'/Volumes/major/DATASETS/LmjFwholegenome_20070731_V5.2.fasta.pac' : Read-only file system
it means you don't have permission to write in that specific location.
(More specifically, it seems that specific share is configured to only be read by users, not to write nor execute things there)
BWA has to create additional files when making the index, but typically (or often) this is not permitted in the folders where the software binaries are located.
Try using a different output location (or change the linux permission if you are allowed to)
Add
-p
option to a location you have rights to write into