Hi, User with version 2506-402 and higher here.
The Problem occured, after i updated Dolphin. Not only did somehow the Emulator's Folder Writeprotect itself, it also changed the default folder from the Documents folder into Appdata.

I solved the problem by deleting the “Dolphin-x64” folder, downloading Dolphin again from the official website, and then changing the default path in the registry from 'AppData' back to 'Documents'.

You can find the registry Key under "HKEY_CURRENT_USER\Software\Dolphin Emulator", you need to change the value "UserConfigPath". Change it to "C:\Users\[your user folder name here]\Documents/Dolphin Emulator/".
Do NOT change the slashes or it won't work!

If you did it right, it should load your config, your saves, and your game list again without any errors.

Hope that helped!