I have completed the game in ScummVM and can save the import file for my character, but I have no idea where it puts it. There is no text before the "glory1.sav" and my Windows Search can't find the file anyway. If I try to put something like F:\ or C:\ before the name, it crashes the game and makes no save.

ScummVM stores the import files in a central location that all games it can emulate will be able to access, there's no need to put a C: or anything before hand (that information is for emulating it with DOSBox)

Ahh I see, thank you for clarifying this. Where do I find this central location?

Found it! I had checked AppData before, but I had looked in the wrong place. Thank you very much.