I think you need to restart Duplicati for the permissions to kick in. I have not tested this, but if you are using an updated version that runs from the update folder, it is possible that it does not inherit the permissions.
The first step just registers Duplicati to run as a system service, it is not required for normal operations.
I tried various workarounds for this, but could not get it to work. If I grant terminal full access, I can launch the app from the commandline and all works. But no matter how I try to get it to start the scripts, it drops the privileges. It looks like it happens by design, and I have not managed to work around it.
Since Python will no longer be bundled with MacOS in the future, I think the only option is to write a launcher in ObjC or similar, that replicates the mono locator and starts it. It should be easy to test if this approach works without adding the full functionality from run-with-mono.sh.
EDIT: This approach works. If the launcher is an MacOS executable, it correctly obtains permissions. You also get the normal “do you want to give this program access?” dialogs if you do not give it full permissions.