Thanks to the peeps who suggested fixes for this.
Finally resolved by re-creating the saved games directory (as suggested above) and then going up a level and removing the read-only flag.
I paid for a game which is unplayable. Any game like this which does not allow saves is unplayable.
48 hours - no response to ticket. A number of suggestions on here, which haven't worked. I am not prepared to download an unknown batch file to modify my system.
Obsidian/Epic - whoever wrote this junk either fix or give me a refund.