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I.e., the title is likely not fully relevant here: appears you are one of a few reports of the game/launcher not being able to write to that Documents location. I've tried to assist with a few such reports but haven't seen the issue resolved due to those attempts. My suggestion was/is to create a new local and administrator level Windows account for testing, i.e., a new %userprofile%, to see if starting the game from that account works. If so it would be indicated that something's wrong with your regular Windows user's %userprofile% or %userprofile%\Documents folder and/or user-level settings.
That suggestion wasn't reported back on though and the only time I did see the issue resolved was through someone saying he just fully reinstalled Windows. Seeing as how you are not alone with this, and as how Rockstar's issue here seems to go hand in hand with the game Mount & Blade having the very same issue, seems something / someone should be able to pinpoint this further but I'm personally other than for one legacy gaming system not a Windows user and can not do so myself.
If you are unable to debug something wrong with your %userprofile% and/or Documents folder yourself (as said, first of all by trying it under a new, local Windows administrator-level user account) the lame suggestion then is to try and reinstall your system...
If you'd like an attempt at debugging/solving please read my above reply and try it with a different, local administrator-level Windows user account.
If so I would personally feel it unacceptable that my regular Windows users acount had apparently been damaged badly enough so as to cause this issue, and would try to further pinpoint it to repair things there... but, well, yes, am as said not a Windows user and other than checking general folder rights issues, not many ideas as to how to do that, so I guess I'll leave that up to your own judgement..
But then, so that others with the same problem know: starting it from a new Windows user account was the thing that worked?
One thing that I think may be causing this issue is the fact that I moved the default "Documents" folder to a different drive other than the system drive, I think Rockstar Games launcher is having trouble to find the saves because of that, I tried to create a link in the default "Documents" location to my actual "Documents" location, but that failed aswell.
The thing that bugs me, and you may know why, is why the game doesnt't even start? I mean, save files aren't exactly necessary for a game to work right? Why doesn't the game start with a fresh save file in the correct folder?
I am glad at least that we helped our friend ns_robot with this thread, when I have some spare time I will give your method (different user launch) a try and see if it works.
But as I said, thanks for your knowledge.
As to why the game doesn't start at all I can't say to have many insights, but would feel this to be an outright launcher or game bug. It is the case it seems that besides savegames e.g. %userprofile%\Documents\GTA IV\ControlMap.dat is written to each time; inability to do so could be serious, even though clearly there should then be a message rather than a simple "crash".
Anyways. Hope the above turns out useful also in your case.
https://steamcommunity.com/app/12210/discussions/0/4353373425698284972/