Since it seem to be the issue, there's surely a way to whitelist what can safely write in %APPDATA%. Ideally the best way would be to have the possibility to say "all files running in 'C:\my renpy games\' can write in the %APPDATA%".If you can save your progress without errors, then Kaspersky is probably the culprit: look into its settings. But I'd advice against disabling it completely.