Sometimes the system would put 'read only' attribute to the folder created by 3DCoat (we don't do it on the side of the program), it could be forced by the malware protection program or other internal security software installed. So, in this case the recommendation would be to try to manually remove the 'read only' tick on the '3D-CoatV49' folder.
Please, try the following steps (at least we hear that helped other users with similar problem):
1) Create the file coat_data_path.txt in the installation folder. Place the string D:/3D-CoatV49/ No carriage return at the end!
2) Move all files from C:/...documents/ to D:/3D-CoatV49/
3) clear "read-only" status in the main and all sub-directories.
3) Run 3D-Coat and check if all is directed to the new folder now