I am the global admin and I can't create new aspx forms in the Sharepoint Designer. I am able to create html and css files but if I try to create a new Form in a List it says Server
Error: access denied.
If I understand you correct, you can't create aspx-files using SharePoint Designer? I did a test on my own environment, and it worked as expected. No error messages at all.
In the site pages, right-click and add a new ASPX file.
It also works in a simple list
Please verify that you have sufficient permission for that kind of action.