K-bobster That's usually OneDrive-related. Is your Windows account's Documents directory currently in OneDrive? (Your computer will have several Documents folders, but only one is specified as the directory for a given user.) To find out, search in Windows for Command Prompt, open it, and enter this command:
reg query "HKCU\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders" /v "Personal"
Let me know what you see.
Separately, you should be able to save the lot alone without trying to save your progress in the save overall.