I have hundreds of local saves. It is a wise thing to do when you are working on complex things! I'll have My-big-mess, My-big-mess2, My-big-mess2b, and so on.
Anyway, about the saving problem -- do you sometimes open by double-clicking on a saved file? When I do that, TPT has the whole file path in the Save thingy -- like, /home/matera/powder/Saves/My-big-mess.cps rather than just the name. (I'm using it in Linux, that's why the "/") I don't know if there might be something in the way it does it that upsets Windows 10. I do know that Windows gets upset when things aren't done exactly its way.
I'll try to remember to fool around some next time I get into my Win10 laptop, and see if I can upset it :)