Hey bud not sure if I can help, but let's give it a shot
Go to your documents folder My Games and create folder called Fallout4
It should then be saving stuff in it, try Unchecking Read Only on the folder options you made too.
or running CMD as administrator and typing in attrib -r +s "c:\users\USERNAME\Documents\My Games\Fallout4"
The lack of full screen and not being able to proceed further is probably due to the fact that game tries to save before it triggers elevator, the screen is due to you missing .ini files in your Fallout4 folder that game should be able to create once you make the folder.