When you stop the recording, are you prompted with this window?

Hello,
I have a problem with recording through my DDJ-RB using Rekordbox.
I have tried to record my mix few times, it always create the folder however, the folder does not contain any recording. There is no record of the mix at all.
I have tried to Re-install whole rekordbox, change the seting of a destination of record to desktop and it still does not work. At the moment I'm totally clueless what could be possibly the issue.
I even saw, while recording, that the file is on my desktop, I could literally see the file with the usual name of the recording (example REC-28-7-2018) but once I stopped recording it just disappeared.
Any idea what could be the root of the issue or how could I fix this?
I'd much appreciate any advise.
Thank you in advance.
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When you stop the recording, are you prompted with this window?

Yep,
Before it created just the folder with "DJ" name but it was just emply.
Now, I changed the location for record to desktop and it doesn't even create the folder anymore.
Maybe it doesn't like that folder based on something in the path (an invalid or unrecognized character in the user name for example -- I mean, if your user name is Tomáš, the á or š may be causing an issue).