It looks like an authorization issue. User tries to save report in customized format in 'My Documents' area.
She is authorized to save reports according to special naming convention in dedicated roles. But when saving same to 'My Documents' it doesn't work correctly. According to the system message document is saved on the server. If user search for it can be found abd executed. But it is not visible in 'My Documents' folder. Is there any dedicated auhorization object for 'My Documents' area?