Navigate to: C:\Users\[YourUsername]\Documents\Rockstar Games\GTA IV\ If GTA IV folder missing, create it. Inside, create Profiles folder.
OneDrive is the primary cause of this error. It takes control of your Documents folder, preventing GTA IV from writing save data to its expected local path. gta 4 save failed please check your storage link
If the error started appearing after a crash, your save file may be corrupted. But you might be able to recover it. create it. Inside