I just rendered a few EXR files and noticed that saving them will result in a file I/O error in TG, saving to desktop worked fine for some reason.
Still, it seems I can't open the EXRs in other apps... no idea what's wrong but could someone test whether EXR files save fine and can be opened elsewhere?
Nevermind - it seems EXR have problems with umlauts in path names (äöü) and will not open/save in some apps. I had the same problem recently but can't recall it happen before. Strange, but at least I can use a workaround by not using umlauts.