I am using rexray for external volumes which creates a socker under unix:///run/docker/plugins/rexray.sock. I guess you have the /run/docker location when you run the docker daemon, which I am not running.
At the moment I am creating this folder manually and then the rexray daemon will run. Where can have rexray put this socket so mesos can also find it (without using this run/docker/plugins/rexray.sock)?