It seems either the game doesn't have rights to make save files or there's some kind of antivirus software being overzealous. To check the rights for the game to make save files, open MGS's folder properties and make sure your active user have the right to write and execute files there.
~~alright, could I get like… a guide or directions on how to do that? I’m really not the most computer savvy person in the world and get lost easy. I do apologies I’m sure it is annoying~~
Edit: ignore the above I figure out how to go to properties and so far at least from what I can tell all the properties have are allowed. I do use windows for anti-virus. I did hard close the game while I was playing by accident. Could that have been the cause? Didn’t have any issue till that happened
edit to the edit: the more I look at the properties the more I don’t see anything specific about making saves
While checking the rights, make sure you chose your active user and not the default one. Then, makes sure the active user has read, write, and execute permissions for the entire folder and its contents. This should cover the "rights" aspect of the problem.
No, shutting down the game by a cross icon instead of menu exiting shouldn't affect anything except if you did that during the saving process itself. Even then, the save file should be in the save folder.
As for the antivirus software, most of them have an exclusion or ignore list. Try adding the game's folder to that list and test it out by starting a new game and making a save once you'll have the control.