Alas! I have the same issue on Windows 10 with separate C: and D: drives. I tried all the above actions plus about a dozen other things. I ran Sysinternals Process Monitor and see no attempt to read/write to my Documents folders (which remains on C:, the same drive where I installed Spectrum Analyzer in the default Program Files (x86) folder). Interestingly, ProcMon shows PATH NOT FOUND attempting to access Spectrum Monitors own installation folder.
This is particularly disappointing since I purchased the RSPdx primarily for the spectrum analyzer capability. Hopefully the next release will function better under Windows.