"Failed to start OptiStruct Solver" / Data Check invalid .out File

I created a basic model (1 part, 1 load, 1 constraint, 1 material, 1 property, 1 load case) just for learning:

<?xml version="1.0" encoding="UTF-8"?>

When I finished it and wanted to solve it, there is always an Error Message 'Failed to start OptiStruct Solver' - no more Information:

When I set up this model simultaneously in Hypermesh everything works fine.

To solve the issue I started 'Data check' and it says this:

But I can not find any .out file?
Where is it located?
It is not in the folder where I saved  the .fem file.

Thank you very much for any help!