Well. that worked. My folders are back in my Documents folder! When you have your headset on, you can't see the Windows notification that says Security blocked Open Brush pop up on your monitor. But Open Brush will save your sketch. It will just make a new folder where it is allowed to (i.e. your Desktop) and save in there. No app can make changes to any file inside your Documents folder unless you manually allow it to. Assuming you have your Windows Security set for Ransomware Protection. I think that turns on automatically with the latest update.