Please try the following:
01. Create an empty directory somewhere in your Windows home directory.
02. Start yEd with a new and empty document.
03. Create a single node.
04. Use "File" -> "Save As".
05. Create a screenshot of the file dialog and post it here.
06. In the file dialog, navigate to the previously created empty directory.
07. Create another screenshot of the file dialog and post it here.
08. In the file dialog, set "File Nme" to "mySingleNodeTest".
09. Create another screenshot of the file dialog and post it here.
10. Click "Save".
11. Open the created directory in Windows Explorer.
12. Create a screenshot of the created directory in Windows Explorer and post it here.