I was having the same problem with my Turbo Tax version download or iMac. My issue was related to the Full Disk Access permission.
Go to the apple icon at the tool bar, system preferences, security and privacy, go to the privacy tab, select the folder "full disk access" (unlock lock at the bottom with your password), select turbo tax from the right hand side. Once you assign any specific user the read and write option, you will have a full disk access to Turbo Tax and would be able to save your Turbo Tax return to a directory. I hope the explanation will help someone out there.
