Can't create profile and Game crashes

[Romulator]

Sounds like you don't have elevated privileges to perform the action. Try running Amnesia as an Administrator.

You've mentioned you're using steam, so you should be able to get to your Amnesia install folder at C:/Program Files (x86)/Steam/steamapps/common/Amnesia - The Dark Descent/

Right click Amnesia.exe and select "Run as Administrator". If you are able to create a file, exit the game, right click Amnesia and select it's Properties. Under the security tab, tick the box "Always run this program as an administrator".