When attempting to save a keymap command you receive the error "Access to the path 'C:\Users\<user>\AppData\Roaming\OCLC\Connex\<folders and file location>' is denied".
Make sure that the folder structure under C:\Users\<user>\AppData\Roaming\OCLC\ is not hidden and the user attempting to save has full write permissions on the folders and files in it. Usually, an administrator on the machine can do this inside Windows Explorer by right-mouse clicking on the OCLC folder, selecting Properties > General and setting the Read-only and Hidden attributes to unchecked.