You may have already found this out (since it's now years later) but others may have this issue and the KB links provided are not helpful for this particular issue.
The issue here is that this is a SnapLock volume. Whether it's Enterprise or Compliance mode makes no difference. Paths/directories/folders in a SnapLock volume are immutable.
You are running into this issue because the default behavior of Windows Explorer when creating a new folder is to create a folder called "New folder" and immediatley prompt you to rename it, which you cannot do due to the path/directory/folder being immutable.
I am currently waiting for a response from NetApp to see whether there is a way to change this from the NetApp side as I don't believe it's a viable option to "train" users to create folders from PowerShell or a command prompt.
As mentioned in the thread, you cannot modify folder names in a SnapLock Compliant volume and Windows Explorer my default names a newly created folder as "New Folder(#)". You must first create the folder with the desired name in a non-SnapLock compliant volume and then copy the folder to the SnapLock Compliant volume or you can use the Command Line to create the volume with the desired name. This is working as designed per strict SnapLock "Write Once Read Many" regulation. Also, keep in mind that EMPTY folders CAN be deleted as the only exception allowed to clean-up the "New Folder" issue with Windows Explorer.