[color:"orange"]Are you shutting down all non-essential programs (especially anti-virus) before starting the game?[/color]
No, but then why would I? It's just this game that has the problem and it's minor. I'm not going through my taskmanager list to see what I can turn off without my computer rebooting just for that. It's far less effort to make a second save.

[color:"orange"]If you reboot the computer, does that allow you to delete whatever would not delete after exiting the game?[/color]
After rebooting I'm able to delete the offending folder. Also at times when I've loaded the save I got an error from it appears it did save it. Though I hadn't looked too closely to see if everything had been saved properly and continued on from the second save I made.

[color:"orange"]Try running a ScanDisk[/color]
I scan my system regularly. It hasn't made a difference with the game.