First, welcome to SubSim with your first post after a three and a half year silent run!
As for the Save situation, I have looked through my Windows 10 under the Settings - System - Storage and also Tablet, as well as a few other spots, and I cannot see anything about that type of behavior. Maybe something in the "Sync" stuff?? I do know that the MS OneDrive can cause similar issues as Windows and an app try to "sync" your data, but I have not had that right into the game folder. Perhaps there is something from Samsung running that does that for you, but I do not know what that could possibly be. Does your machine perhaps "virtualize" a segment of the computer for Win32 apps on the hard drive??...
One thing you could try is to get the SH4 folder out of the root of that drive, by making a new folder, such as "F:\Games" and re-install SH4 into there, and see if it then writes into the F:\Games instead of the SH4 folder, which is potentially impacting the game files. Perhaps someone else knows more about computers than you or I... as for me, I am not as tech-savvy as I was just a few years ago. They left me in the micro-bit dust after Win2k came out, and I now have to call my kids for help with the telly remote. With all of the user security stuff and "hives" for the Windows registry, etc., my brain went blank... sigh