I'm having a similar problem, except that no errors show. I lost like 3 hours of changes in my game because of this, nothing is saving.

The error shows up in the bottom left corer, with red letters for me.

I figured out why it was happening to me. There where 2 save folders
"Diplomacy" and "Diplomacy (Steam Workshop)"
For some reason it picks either one randomly and so when none of my saves show up I have to move them to the other folder.
Not sure about your case, try running M&B in administrator.
Program Files x86/Steam/SteamApps/common/MountBladeWarband
Right click mb_warband.exe, properties, go to compatability tab and at the bottom, check the box to run the program as administrator.

Thank you, I'll try it as soon as I get home :)