My guess is your account doesn't have enough privilege to modify the save folder.

Check that the save location isn't pass protected/ preventing save file from being generated. The normal save location is steam/user data/numbers/other numbers (I think this might be different for people. My save was 2something and 4something). The actual disgaea save file (2nd number) should have some files and a "remote" folder. If this 2nd numbered folder is missing you need to give your account admin rights to that steam folder so it can write/save game data.

gonna be hard to find >.> . checking the folder but not data from 2017, don t know wich one would be the disgaea one. thing it when i brought tyhe game it worked fine until one day or a update ( don t remember for sure)