Managed to solve this - so posting in case anyone else hits the problem. I am using Bitdefender, and it was blocking the Dolphin App from saving anything into that folder.
The component to change in Bitdefender is "Safe Files" - You need to tick the Dolphin.exe application to "Allowed" under Application Access.
Once done - all works fine.
The component to change in Bitdefender is "Safe Files" - You need to tick the Dolphin.exe application to "Allowed" under Application Access.
Once done - all works fine.