What version of CVX and Mosek are you running on Linux? To avoid CVX’s Successive Approximation method, you should be running CVX 2,2 with Mosek 9.x (not 8.x or 7,x).
Also, CVX warns of near zero elements. it appears that you are getting away with that. But the same near zero elements, perhaps due to bad scaling, could be too much for the Successive Approximation method to sucessfully handle, even if Mosek is the underling solver called by CVX.