The error message you include is not even what you are saying in the title you posted.
The error message in the attached image is "Could not save as <filename> because can't replace target file <d:\full\filename\path>"
So where is that other error message coming from? That's a Windows 10 error that shows up at the same time?
And you say you are going to test on the d: drive, but the error message is on the d: drive, so you've already tested that and it does not help right?
The error message is about saving the actual .ptx file, not any of the content. And not much other stuff is likely to have a .ptx file open or be modifying it's permissions besides pro tools. And it's maybe not surprising if the problem hits the .ptx file that save session in does not permanently fix the problem... it's not about the assets/content it's a problem with .ptx files. And if the copy in happens OK more than once then it's not initially a file system permission problem, or a workspace or as disk allocation problem. It's probably more likely a bug in in Pro Tools and/or a plugin.
Ugh make us go look, your profile says you are on 2021.7 on Windows 10, most folks can't tell if that's info is to date, but since you are a new DUC user I'll assume that's correct. But lots of other info missing, what version of Windows 10, and other info about your computer, and no information about if you have tried the most basic standard troubleshooting starting with trashing prefs (buy the Trasher app to help make this easier), and excluding plugins as a cause (move all the .aaxplugin files out of the plugin folder, and yes plugins get involved in writing sessions), etc.. See “help us help you” up the top of each DUC web page. If you need more help post the expected SiSoft Sandra file. That will at least tell us Windows version, file system types, etc.
And just for the heck of it what happens if you try all this with a .ptx file that has a super simple name like "x.ptx". It should not be a problem but I want to make sure there is no new bug introduced hitting complex file names with spaces and dashes or that you don't have a hidden character in a path here causing provlems. Copy in that session directly to the top level C: or D: drive not an existing folder.
You don't see any other errors or stange hangs/crashes?
What happens when you create a new empty session? If this only happens to that one session, then it's likely corrupted, and Save Copy In does not always fix that. You may need to find a usable backup or create the session buy importing into a new session.
And hopefully this is not a bug introduced as a side effect of the badly thought through changes to support cloud collaboration session advisory locking (introduced in 2020.5) , but just check that you don't have that checked in preferences>Collaboration>Cloud Storage Services. If that was the cause I'd hope for a quite different and more useful error message, (and no Windows 10 (#32) error) but... just check it's not enabled.
And when you have tried all that the Pro Tools log might give some clues. Typically a matter of just looking for "something interesting" in the log and/or comparing to a log from a session with no problems.
https://avid.secure.force.com/pkb/ar...o-Tools-System
Windows event viewer may also help. Again just looking for "anything interesting" around/before the problem starts.