Hi,
could you describe the setup in more detail. Like what are the rights on the install location. How do you start the service (init script, systemd, manually) and as what user?
Please note that the h2 database is default configured as jdbc:h2:./camunda-h2-dbs/process-engine which creates the database in the directory from which the server is started. Maybe in your scenario a full path like jdbc:h2:/opt/wildfly/camunda-h2-dbs/process-engine is the better option.
Cheers,
Sebastian