One last possibility is that the game somehow does not have permissions to create files/folders as needed. I put the Strive game folder on the desktop, but someone once put it in their "Program Files" folder and had a similar issue.
This is the layout for Strive's user folders (all are empty), though if it isn't able to create them itself there is likely another issue.
Strive
bodies
mods
portraits
saves
thumbnails
If you have some time and want help investigating the problem, I recommend Strive's Discord. I find that it's easier to work with people to debug stuff there, especially with faster responses. It's possible to change the code to get more detailed feedback about the problem from Strive's perspective.