That would explain the error then. The Last Used path gets updated* when you load a save, regardless of if the path is valid (which I should fix). The "windows example" path just provides an example (wow, who would've guessed) as to how you should type your paths when adding new ones to SavePaths.ini. Unless you actually create the folder "windows example" needs and put copies of Pinori.ini, inventory.ini, Runs.ini, and EnemyPopulation.ini in there, it won't work. Loading the Default path should fix this. If you don't need multiple saves, you can turn that functionality off in the Options Menu (or manually change "multisave" to False in Pinori.ini if the Options Menu doesn't work).
* If not this, then the game remains focused on the invalid path, which causes the error.