Thanks.
It is strange. Comparing this folder with any other folder, permissions appear to identical.
When tyring to copy, or move, a file to that folder I get a
" An error occurred copying 'Some File.pdf: The system cannot find the path specified. (3) (Retry-Skip-Abort)
"
error.
Then I followed an advice to remove invalid paths in "Environment Variables" But there is just 1 and valid.
Easiest way then: delete the folder.