Did you click the Browse button and browse to the 'Divinity Original Sin 2' install folder?

Actually, you can just email the latest save before Reaper's Coast, and maybe a couple CrashDump files. If you manually create a dxdiag file, that is much of the system information the Analysis Tool collects (WinKey-R, type in dxdiag and hit enter, then when it finishes loading click on the 'Save All Information...' button and save the report somewhere handy).

Each save is a folder in the '..\Documents\Larian Studios\Divinity Original Sin 2\PlayerProfiles\<ProfileName>\Savegames\Story' folder.
In Windows Explorer you can zip file(s) and folder(s) by right clicking on it/them and selecting 'Send To | Compressed (zipped) Folder'.