Why would you put an Electrum-portable executable in SysWOW64 folder?
Of course, it wont be able to write the daradir in that directory.

Either:

• Move the executable to a "normal" folder like "C://Program Files" (requires Administrator access)
  or Better if to other partitions like "D:/".
  There, Electrum-portable will be able to create its "electrum_data" datadir.
  
  
• Or download and use the "Installer" (install it) or the "Stand-alone executable" so that the electrum datadir will be saved to its standard directory which is in "%appdata%" (roaming appdata)