Glad to help.

There's like, 3 different things that seem to cause issues.

In one case, new folder works.
In the second case, new folder is locked as soon as it's made.
in the third case, new folder is locked only once it's officially the screen shot folder of ff14.

The windows ransomware protection is responsible for one of the three.
The other two are still at large, and still ignored if reported.