What does logging on the tvheadend web page tell you? Anything? (on the web page there are icons on the right of the bottom panel - one's a gear wheel - that switches debug logging on and off - if you only have arrows, click on those first to expand the panel).
I have to wonder about permissions, but I'm not sure where... tvheadend should always have permission to write to its output directory, otherwise it would never work... unless you're using a different recording profile for XBMC vs the web interface. Failing that, I wonder if it's to do with the user as which you're connecting, and whether there's something in the ACL.
The other obvious thing to check is versions: Frodo is old now, Helix will be out before the end of the year (most likely), and your PVR addon will be just as old. If possible, you should consider an upgrade, or even try SPMC instead of XBMC if you can directly load applications (from Play or sideloaded apks).
