Make sure that you are running Firefox version 69.0.3 (the latest version). Users had issues downloading files on certain Windows computers in an older version of Firefox and this could be the source of your problem.

As for where the backup will be saved, you can select the location when you start the backup process. It doesn't necessarily save into the AppData folder.

Hope this helps.

I am using Firefox 69.0.3 and trying to save the bookmarks to my Downloads folder or any other folder. The html or json files are not being created there at all. The only files created are lnk files in the AppData folder according to the Everything file search program.

I am using Firefox 69.0.3 and trying to save the bookmarks to my Downloads folder or any other folder. The html or json files are not being created there at all. The only files created are lnk files in the AppData folder according to the Everything file search program. You can see what I am doing in the attached video.