Are you doing Save As? I've never seen "My Documents" it's just Documents. If you have My Documents or Takeout those would have been set up by a user. The first time you save you should do Save As and designate where you want it to go. Then you can do just a Save. On my Windows 11 laptop I have 2 drives C & D. I save my data on the D: drive. I go down to the bottom of the directory tree to This PC to >Data (D:) and don't mess with the pinned folders at the top. Do not save to OneDrive, that can give you trouble.
