I'll try some of your suggestions, thanks Klaus. But I find it strange that I can save as tif but not as exr. Just a different extension... and I want to save, so it shouldn't say "cannot find that file", as it's not there yet.
Can't save to another location either.
User name has no accents and so on.
Full read/write, yes.
Local HDD.
EDIT: Just tried saving on another location, and this time I could. But still strange, why can I save a tif and immediately after that cannot do that as exr on same location?