Are you shutting down all non-essential programs before starting the game, especially anti-virus and any backup or sync programs that may be monitoring the My Documents folder?
A few people have had BitDefender block the game from being able to create files and folders, which has also caused this error. In that case, including both the game executable and Larian Studios My Documents folder in BitDefender's trusted app and directory sections will fix the problem (Advance Threat Defense, Ransomware Protection / Safe Files, Application Access).
Try exiting out of the Steam client completely, and starting the game directly from the '..\SteamApps\common\Divinity Original Sin Enhanced Edition\Shipping\EoCApp.exe' program file, by right clicking and running as administrator.
Try creating a new Windows administrator user account (either with the My Documents in the default location, or on a different drive, if available), switch to that account and try starting the game from there, directly from the executable.
Try doing a clean boot and then test the game. Click Start, or hit WinKey-R, type in msconfig and hit enter; in the General tab, click Selective Startup, uncheck Load startup items (if required) and leave Load system services and Use original boot configuration options checked. Next, click on the Services tab, check the box to Hide all Microsoft services, then click the Disable All button (maybe make a note of which are currently enabled/disabled), then click OK and reboot the computer.
Run msconfig again to switch back to the normal boot configuration.
