I found a reference to whitelisting a program with Windows, here:
Sadly I followed the instructions and it didn't fix the problem.
My IT guy came by and suggested I go to "Windows Security > Virus & threat protection > Protection history", and click on a recent item.
Sure enough, it showed
App or process blocked: gvim.exe
...
Blocked by: Controlled folder access
There was a link, "Controlled folder access settings" > "Allow an app through Controlled folder access" which shows "Allow an app through Controlled folder access".
There's a list there of allowed apps, and a button, "+ Add an allowed app". I used that to allow gvim and away I went. No more problems.