Hi Luís,
the problem is that a shallow fetch implies that a temporary file has to be written into the repository *by git-daemon*. Obviously, and for good reason, we didn't give git-daemon those permissions and I don't think we should. I expect the shallow fetch to work over ssh (can you confirm?).
There is a recentish patch addressing this behavior (bug?) here:
http://git.661346.n2.nabble.com/PATCH-upload-pack-allow-shallow-fetching-fro...
How much of an issue is this for you?
Regards, Mario