I had that problem myself a while ago. It seems that the issue is caused by Antivirus software. Avast, and possibly other Antivirus tools seem to block XIV from saving screenshots. Why it suddenly does this, I don' know.
Theoretically, you should be able to whitelist the executable file, but It doesn't seem to change anything in my case. I've taken to just completely disabling the antivirus while I'm playing.

Hope this helps.