I received the "The directory sites/default/files does not exist" error on a 7.43 install. In this situation, Drush is not available so I am doing a browser install.
I had this error once before in 2014 according to my notes. I don't know whether it's specific to the server I'm on or a general issue because I've done setups on other servers and don't remember seeing that particular error. In the previous situation, I noted that I changed the permissions on default to 777. I am always loathe to set much of anything to 777 so I am wondering whether it needs to be kept at 777 or is there some point after setting up the site that I can switch it to something more secure.