Are you using steam? Because you can change the directory path from Steam settings.
That's the problem. I do tell Steam to install all my games to D: which is an 4TB gen5 NVMe, but the saved games go onto the C: regardless, as that's where Windows places the appdata folders, and you can't really move them. You can tell Windows to relocate things like Documents, Pictures, etc - but not appdata.
I just created a junction link from appdata into my Documents on the D: drive, but haven't tested it again since. It's not an especially elegant solution, but I didn't know Microsoft had changed their guidelines to recommend saving game data to appdata knowing there's no way to move it. It's asinine, imo, but it's not Stardock's fault.