I haven't had that issue and I'm on win 10 pro with a 2080 TI
The only issue I had was making the game play in Ultra Wide
I had to edit the .ini and mark it read only to force it to play @ 3840 x 1600 but the mini map is all messed up.
Screen mode would suggest you're trying to force it into borderless or windowed. Do you have 3rd party apps that try to force apps into borderless full screen? If so remove them all.
Savegames and other Settlers files are placed in the Document folder. If you have activated the Windows 10 Ransomware protection, it will not allow uplay.exe and settlers.exe to write to Document folder. Open Ransomeware protection and allow uplay.exe and settlers.exe to write – google: windows 10 ransomware protection allow app