macOS 10.15 split the startup disk into a signed, read-only system volume and a writable data volume, joined by firmlinks. Writes to /System and /usr fail even as root, and disabling System Integrity Protection does not make the sealed system volume writable on later releases.
/usr/local remains writable, which is why Homebrew and most third-party installers target it. Creating a new directory at the root of the filesystem, a pattern some data and build tools expect for paths like /data, is not possible with mkdir.
The supported mechanism is /etc/synthetic.conf. A line with the directory name, then a single tab character, then the absolute path of the real target creates a firmlink at boot; a line with just a name creates an empty synthetic directory. The file is only read at startup, so a reboot is required, and the tab is mandatory since spaces are not accepted. Verify after rebooting with 'ls -l /' and check that the entry appears. Bind-mount style workarounds and symlinks placed by hand do not survive an OS update.