Well, it’s nothing special.
Two View Layers, Two Render Layers and Output nodes.
One is ‘regular’ .exr, the other is multi-layer. exr.
Properties Panel : Output Properties > Output Path is not set. File format is set to .exr
Preferences : File Paths > Render > Render Output path is set to V:\Renders
If it works work you, than I’m not sure why it fails here. Image is a basic test setup.
rob