starting from Android 10 storing files got complicated, this Some basics on Android storage system should give you a good overview...
which means, you can't store files anywhere you like anymore... you have to store in shared storage or in ASD - application specific directory...
you also can store in subdirectories of shared storage, for example /Pictures/myCanvasImages
Instagram stores on /Android/media/com.instagram.android... I think, you also could store in /Android/media/YOUR PACKAGE NAME... but probably you need the SAF extension for this, which makes it again more complicated... just give it a try and let us know, what you find out...
Taifun