That's strange because the exact same error was fixed by following the guide. Basically, the game says that it can't create the save file because it doesn't have enough rights to do so.
Viewing post in Yorna: Monster Girl's Secret comments
"4. If it's not the case - set it yourself via the menu. After changing permissions click on the gear icon and choose the "Apply to enclosed items" option from the drop-down menu."
I think the main problem is here. I can't find apply to enclosed items, the setting just seems to save itself as read and write.