2 things are very clear
1. Application_Start is not where this error is happening
2. The thread executing for the request is running in the context of a user that doesn't have permission on the needed files.
The solution is find out what user the thread is executing as and give that user permission.
If it were me, I would try another host rather than another CMS. Being incorrect and adamant is hard to work with.
The hosts listed here work great:
http://www.mojoportal.com/hostingpartners.aspx
Joe