screen shots prob

Possible causes:
1. A windows policy restriction : not allow CF game to write inside My Documents - in that case you need to check windows policy for My Documents and check write permission for your current windows user.
2. One drive is running and keep sync files inside My Documents, just disable and close one drive before start game.
3. A restriction from your antivirus (something as protect personal folders) , you need to add game .exe files as an exception to all antivirus protections.