That's a weird bug. Are you saving outside the recommended area? Or maybe you are using a guest account without admin privileges? Or do you have special characters in the save path (like ñ)?
Viewing post in Update 0.3.7P Released! comments
it got isolated by insular running in root mode with prefs set to install in the insular instance before being cloned to standard storage later, meaning it only had access to a different profile with a different storage path, cause the cloned app didn't have permission to attach to my main storage. I just reinstalled with the system installer as an exception and it fixed it