New terminal 'can't create temp file' no such file or directory?

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Technically not a ROS problem, but a misconfiguration/permissions error with zsh. When I create a new terminal I was warned that:

/opt/ros/lunar/etc/catkin/profile.d/10.ros.sh:12: can't create temp file for here document: no such file or directory
/opt/ros/lunar/etc/catkin/profile.d/99.roslisp.sh:4: can't create temp file for here document: no such file or directory
/etc/zsh/zshrc:439: can't create temp file for here document : no such file or directory

These are all to do with file creation, and I assume it's a permissions error I created an empty catkin_ws and did a catkin_make but it doesn't seem to have done anything.

I'm running Debian Stretch (9.0), ROS Lunar, zsh (I source the setup.bash in my .bashrc and the equivalent setup.zsh my zshrc.pre)

When I installed I followed the instructions to do sudo rosdep init then rosdep update without the sudo.

Opening up a new bash shell I get no errors and the environment variableROS_PACKAGE_PATH is populated, whereas using zsh the variable exists but has no value.

Any suggestions? I feel like I need to change the ownership of something...