Very short sighted or untested. I have lots of Steam games that save to My Docs and don't have this issue - they work online and offline.
The weird problem I am seeing is that the game didn't even create the folders in My Docs. I added them manually based on the above direction from Larian, and then once there you can see some files populate into those folders.
I think the save is crashing because it cannot create the folders for whatever reason so it just crashes.
SymLink may be worth a try as I have done that with another game before.
