Ren'Py often saves to %APPDATA%/RenPy/ to ensure that progress isn't lost if the game folder is deleted or moved.
If you are building a game, Ren'Py handles most of the heavy lifting automatically, but you can take manual control using Python statements. Customizing Save Names
You can handle this gracefully by checking the version inside the after_load label:
define config.save_directory = "saves"
$ renpy.save("auto-1", "Checkpoint reached")