I don't get it. How can this issue be related to the rights? In my very humble opinion CreateFile will not create file in non-existing path. You (JUCE?) should create the "Tokyo Dawn Labs" folder beforehand.Ah! I was already waiting for such complains! Ok, the problem is obvious, the plugin had no rights to write into you appdata folder
For instance DDMF plugs (same JUCE lib) create folder "DDMF" in "Appdata\Roaming" before they create config files. I can see it in the Process Monitor log.