I am not sure what do you mean by that,... I am sure that Qlik Sense could save file (I exported csv file), but I can't check if python has permissions because the it doesn't display any error. Terminal could save to file,..
Indeed, your attempt to write a file seems straightforward enough. What I meant by my request was to try to write to a global directory that is accessible to everyone (like C:\Temp)
If you start ProcessExplorer or Task Manager, do you see the python interpreter being launched when you run the load script? For a better chance of python.exe being visualized, add some code to your script that takes a while to complete, like a loop.