DELETE - Sync script, Saving, ApplicationException, Could not find a part of the path <Path\filename.sql> (4362780)

User gets the error below no matter where one tries to save the file.

If one tries save the file to C:\temp and one can see this path in their User Interface, it still reverts with the above path in the error message.
Same results if happens if one tries to change the file name or tries to run another script compare sync. 

System.ApplicationException
Could not find a part of the path 'C:\\My Documents\MSSQL\Toad Schema Compare Scripts\FilenameSync.sql'.
Stack Trace:
at Quest.Schema.Common.Facade.FacadeOperations.MakeSyncScript(ICallBack callback, FacadeRunContext context, MakeSyncScriptArguments arguments)
at Quest.Schema.Common.Facade.FacadeOperations.Operation_MakeSyncScript(ICallBack callback, FacadeRunContext context, MakeSyncScriptArguments arguments)
at Quest.Schema.Common.Facade.FacadeOperationMap.OperationRunner`1.RunOperation(ICallBack callback, FacadeRunContext context, Arguments arguments)
at Quest.Schema.Common.Facade.FacadeOperationMap.RunOperation(Operation operation, ICallBack callback, FacadeRunContext context)
at Quest.Schema.Common.Facade.Facade.OperationRun(Operation operation, ICallBack callback, FacadeRunContext context)