I have always used "Save As" with new documents so that they are saved in the folder where they belong. In the past, this was the default behavior of programs like Word. Unfortunately, the version I have (I think it is 2016, but I cannot find any place within the program to see that -- it was once found under Help|About, but that no longer exists) provides a default of OneDrive which I do not want and will never EVER use (I also disable and uninstall anything 'OneDrive' or 'cloud' related from Windows), my Document folder, and an apparently randomly selected folder from within Documents. HOWEVER, it I try selecting anything except OneDrive (even the Cancel button!) Word goes away and takes my document with it. When I restart, there is NO RECOVERY, either. The document is completely LOST.
When I try to save my new document with "Save As" it just won't let me, but it at least it (usually) doesn't just silently go away and erase all of my work. Sometimes it will make a sound when I try to select one of the perfectly valid and existing folder options presented. But that's it.
I have been forced to install Libre Office just to create new documents that I want to edit in Word. I found a thread about this from three years ago (Word won't save documents) but I am hoping to forego the standard Microsoft dance: uninstall, reboot, clean up everything the uninstall didn't, reboot again, make sure everything was REALLY cleaned up (possibly rebooting again it it wasn't) and eventually, reinstalling -- often to find that the issue still exists.
I did find another way to work around the issue: When I forget to use Libre Office to create a new document, I use File Explorer to copy an existing document, then edit the copy in Word and cut'n'paste my entire new document into the copy. Then it saves just fine.
I miss my Word 2010, where things (mostly) worked as I expected, but I was unable to move my license to my newest Windows 10 machine for some reason.