Issue:
Jupyter Notebook was not able to create the file in the specified working folder. In my case it was on a folder in my desktop. Instead, the files were being created in VTRoot\HarddiskVolume4\myusername\Desktop\myWorkingFolder due to Comodo antivirus containment.
Resolution:
Put the path to my working folder in "Do not virtualize access to the specified files/folders" list.
Open Settings and click on Containment Settings.
Once the working folder was excluded the files began populating there and VTRoot was bypassed.
