public static void Main(string[] args)
{
    try 
    { 
        if (args.Length < 3)
        {
            Console.WriteLine("Not enough arguments ({0})", args.Length);
            return;
        }

        string XlTemplate = args[0];
        string HeaderAndDataCSV = args[1];
        string WorkDir = Path.GetDirectoryName(XlTemplate);
        string worksheetName = args[2];

        FileExistsCheck(HeaderAndDataCSV); //In this point everything work good
        FileExistsCheck(XlTemplate);   //In this point everything work good

        ClosedXML.Excel.XLWorkbook wb;
        
        Console.WriteLine("A workbook instance has created. Next step: Load file: {0}.", XlTemplate);

        wb = new ClosedXML.Excel.XLWorkbook(XlTemplate); //  <-- In this point comming the exception and jump to the catch()

        Console.WriteLine("File load has successfull: {0}", XlTemplate);

        ClosedXML.Excel.IXLWorksheet ws = wb.Worksheet(worksheetName);

        //I didn't copy the rest of the code.

    }
    catch (Exception ex)
    {
        Console.WriteLine("Exception: " + ex.Message);
    }
    Console.WriteLine("Thats all folks!");
}

static void FileExistsCheck(string file)
{
    string msg = string.Empty;
    if (!File.Exists(file))
    {
        msg = "Cannot found this file: " + Path.GetFileName(file);
        return;
    }
    else msg = "I got this file: " + Path.GetFileName(file);
    Console.WriteLine(msg);
}

I got this file: a007.csv
I got this file: Pivot_20250226115525.xlsx
A workbook instance has created. Next step: Load file: C:\work\Pivot\Pivot_20250226115525.xlsx.
Exception: Access to the path 'C:\Windows\tmpq2dfdz.tmp' is denied.`