To match the right hand side of your volume mappings, this must be::
mosquitto.conf:
persistence true
allow_anonymous true
connection_messages true
listener 1883
listener 9001
#locations
persistence_location /mosquitto/data
log_dest file /mosquitto/log/mosquitto.log
You have to use the container paths, not the host paths, as the continer is an isolated environment and knows nothing about the ressources of your host. Is it realy valid that you declare two listeners in the conf file?