I did a clean install + patch, without running Divinity (401 files, 22 folders). Running Divinity the first time, starting a game and exiting without saving made the following changes;
In the 'run' folder;
[*] added folders; capture and savegames
[*] added files; init.cfg, mapids.000, persist.dat, shroud.tmp, sinfo.000, slashed-d3d6.cfg
[*] updated file; keylist.txt
In the startup.v2 folder, the shroud.x* files were updated.
Comparing the case of Divinity being run, but without saving (407 files, 24 folders) to that of it being run, and a game saved before exiting, only the mapids.000 and persist.dat files were different, with no added files or folders (neglecting the saved game folder).
Try playing Divinity for a bit, save and exit. Reboot the computer and see if it will load properly. If not, try deleting the files in the dynamic folder, and the files init.cfg, mapids.000, persist.dat, shroud.tmp, sinfo.000 and slashed-d3d6.cfg from the run folder.
Search for all files in the Divinity folders, select all of the results, right click and select properties; there should be no read-only files (the checkbox should be clear, with no black or greyed out checkmark). Maybe when you save, something is being set to read-only???