RenameUtil doesn't handle moving files into non-existing directories in a robust manner. There's no check if the destination directory is available and writable.
If File.renameTo() fails then it's assumed that this is due to a locked from file. The other reason of a non-existing or non-writable destination directory is not checked (corresponding unit test is attached).

Here it makes sense to create a non-existing directory tree via File.mkdirs().

Otherwise the requirement of an existing destination directory should be clearly stated in the documentation of RollingFileAppender.