It sounds like you are having an issue getting to the file location you want to save to. "Try checking you have permission to save in the chosen location."
Try saving to a different location. If you are saving to a folder with special permissions required you may have to re-log into your windows account or try opening the folder (search the folder and double click - not open through Construct) and see if you get an option to put in your username and password to unlock the folder.
Folder had option "read only", I changed it and now I can save it like before.
Another problem - I can't choose backup location on local PC. No matter what folder I choose, it shows "Local backup folder: None chosen".