The game does not have permission from the OS to create folders/files in the Strive program folder so it didn't create or fill the "backup" folder which is the backbone of the mod system. You should move the Strive program folder to a new location that has more open permissions. Generally the desktop works, otherwise documents folders tend to work. If neither of those work then you can add it to ".../AppData/Roaming/" next to the Strive user data folder.
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It seems you resolved your other issue but I will add this for others.
In the bottom right of your mods menu is the path "user://mods/Leo/", this should be "user://mods/". You need to press the button for the path and use the black arrow at the top of the folder dialogue to go up a folder.
As a result of this bad path, a duplicate of the Constants mod was created inside the Leo's mod folder. It's best to delete that duplicate after changing the path in game, though it should usually be harmless.