Win 10 / Processing 3.5.3
and test
println(sketchPath(""));
println(dataPath(""));
AFTER i saved the sketch
works fine here.
please recheck File / Preferences / Sketchbook location:
also for usual coding not need it, i use like
String outfile = "data/mydata.csv";
and the sketch makes the data directory and saves the data correctly.
please also experiment with this.