"Save File" action inside Report's macros configuration doesn't support the use of remote locations. Neither remote paths like \\<IP>\<FOLDER> or X:\ (where X is a mapped unit) are supported.
Reports manual does mention anything about this configuration inside the User's Guide. However, this option is not implemented.
There is no current support for this feature. A possible workaround is to do the following:
1) Define a desired local path where the reports will be saved (i.e. C:\reports_exportation).
2) Share this folder among the users that want to see the reports.
3) Modify email template to notify the shared folder defined previously (Optional).
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