Dear Mike, it seems I have a similar problem.
This folder exists: The /wp-content/visitor-maps-geoip/ [file permission 777]
This folder exists: The /wp-content/visitor-maps-geoip/upload [file permission 777]
When I install the Maxmind GeoLiteCity database it gives me the below error:
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Warning: fopen(/home/tob/public_html/wp-content/visitor-maps-geoip/upload/GeoLiteCity.dat.gz): failed to open stream: No such file or directory in /home/tob/public_html/wp-content/plugins/visitor-maps-geoip/class-wo-update.php on line 418
download_file error: cannot write to file, check server permission settings
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I’m using WP 4.3.