How do I set permissions for a subdirectory that Drupal creates when uploading a file?
A standard Drupal would use Core's FileSystem class to create directories and set permissions according to the file_chmod_directory setting, which you can adjust within your site's settings.php files:

/**
 * Default mode for directories and files written by Drupal.
 *
 * Value should be in PHP Octal Notation, with leading zero.
 */
# $settings['file_chmod_directory'] = 0775;
# $settings['file_chmod_file'] = 0664;


It defaults to 0775 and is therefore commented out in a regular installation.

However, you mentioned using the Flysystem stream wrapper module. A short look into it's code reveals, that it is indeed using the FileSystem::CHMOD_DIRECTORY constant as default for local files. But the final directory permissions can vary depending on the Flysystem adapter plugin you are using. Something that is out of our control here at Drupal Answers. It's a contrib module anyway. So you will have to check yourself, of whether your adapter plugin supports the Core setting values/allows to configure it by other means. If not, you may wish to file an issue against the module that is providing the adapter you are using.