My Documents is normally a Directory Junction rather that a Directory Symbolic Link, they're not quite the same, see
https://superuser.com/questions/3430...-symbolic-link
And it's normally has the Attributes Hidden and System set, viz:
Which explains why Sigil can't write to it.
I would avoid using My Documents and similar user home directory junction legacy artefacts. Save to the targets, or create your own Directory Symbolic Links.
Code:
C:\Users\[username]\Application Data
C:\Users\[username]\Cookies
C:\Users\[username]\Local Settings
C:\Users\[username]\My Documents
C:\Users\[username]\NetHood
C:\Users\[username]\PrintHood
C:\Users\[username]\Recent
C:\Users\[username]\SendTo
C:\Users\[username]\Start Menu
C:\Users\[username]\Templates
BR