Hi Xplorfx,
Could you please tell me the full error message? Is it just saying that the file is “read-only”? If so, this is only a notification/warning and doesn’t affect your back-test. If it’s saying that the file is missing, just check that when you “Export to MT4“, that the FXT folder location in the bottom of the box is the same location you mentioned in your post. If not, you will need to go to File->Settings and make you you have selected the correct Metatrader install folder (which usually is somewhere in C:Program Files (x86)).
Hope this helps.