Monthly Report Save AS - works in "step into" mode but not when "running"

No worries
–for the click activity with Save drop down button, enable the property Simulate Click in the property panel
–the reason is this popup will be down to the screen so the bot may not be able to identify this element, but with simulate click it can

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Hope this would help you
Kindly let know for any queries or clarification
Cheers @ColinCrabtree