If you are running it chrooted, check that the user the service is running under is the same as defined in conf and added to relevant groups. Chrooted usually define opendkim to be ran as "postfix:postfix" user. You'll have to create folders under /var/spool/postfix/ for opendkim to hold socket file, add postfix user to opendkim group
postfix/main.cf:
smtpd_milters = unix:/var/run/opendkim/opendkim.sock unix:/var/run/opendmarc/opendmarc.sock
non_smtpd_milters = ${smtpd_milters}
opendkim.conf:
Socket local:/var/spool/postfix/var/run/opendkim/opendkim.sock
ls:
root@s1:/etc/postfix# ls -la /var/spool/postfix/var/run/
total 16
drwxr-xr-x 4 postfix postfix 4096 Dec 31 09:18 .
drwxr-xr-x 3 postfix postfix 4096 Dec 22 13:39 ..
drwxr-xr-x 2 postfix postfix 4096 Dec 22 14:07 opendkim
drwxr-xr-x 2 postfix postfix 4096 Dec 31 09:28 opendmarc