I had the same issue recently. I was in Win 7 x64. I had to give ownership and full rights to "everyone" on the Dolphin folder in My documents. No idea why it was protected but it works for me now.
i5-8600K @ 4.5 GHz
GeForce GTX 1080 SC2
ASRock Z370 Taichi LGA 1151
CORSAIR Vengeance LPX 16GB 2400 DDR4
SAMSUNG 970 EVO M.2 500GB PCIe SSD
Indigo Xtreme TIM
Phanteks Pro ES614P Black Steel Case
EVGA SuperNOVA 750W PSU
Windows 10 64-bit
GeForce GTX 1080 SC2
ASRock Z370 Taichi LGA 1151
CORSAIR Vengeance LPX 16GB 2400 DDR4
SAMSUNG 970 EVO M.2 500GB PCIe SSD
Indigo Xtreme TIM
Phanteks Pro ES614P Black Steel Case
EVGA SuperNOVA 750W PSU
Windows 10 64-bit
