I switched to English. It's the same, when I save the file it is not in /Documents but in internal-storage/Documents. (I copy the file to /Documents (see earlier screenshot)).
I installed Total Commander. Btw. why can and does that app ask for permission to media AND files? So there is that possibility in Android 11 to ask full permission, also to files.. I understood that asking for permission is not necessary anymore for Android 11.
In Total Commander I can see the file is saved in /storage/emulated/0/Documents. I assumed that the /Documents folder I can see in the 'categories' in the default file manager app was some kind of shortcut to /storage/emulated/0/Documents like in Windows, but that doesn't seem to be the case otherwise I would also see the file there.
Is it possible to save the file in /Documents (see screenshot)? because that is where users go first to find the saved file.