If you are able to create a text file and not a qvd, please verify these:
1. Are there any special characters in the data that could possibly be breaking a qvd-create. You'll then have to either handle that character during load or report the issue to qlik.
2. Is this a version-specific problem. Try to perform this with a prior version of Qliksense and also verify if you are able to store using Qlikview. If you notice a problem with the specific version, you could bring it to Qlik's notice.
I've seen this issue before when I have my other application (that uses the QVD) open at the same time the QVD is being created. It's not happening lately (I am using QS 3.2.1 release), but you can check if this scenario applies to you...
Try to close all other applications and repeat the QVD reload...
TXT files are more independent for this "file sharing" conflicts, so it might be the reason the storing the output to TXT file works fine.