The stated location (%LOCALAPPDATA%\ScarletNexus\Saved\SaveGames\) doesn't seem to be accurate. I can't see any such "SaveGames" folder within the Saved folder.
Topic on Talk:Scarlet Nexus
Is this on Game Pass? Look in %LOCALAPPDATA%\Packages\ for that.
Depending on the version it may be either of the locations like Rose mentioned :) My steam version is saved in "AppData\Local\BANDAI NAMCO Entertainment\SCARLET NEXUS\Saved\SaveGames\"