Pages, numbers, and keynote won’t save to desktop.

When creating a new document it won’t let me save it to the desktop. It automatically goes to i cloud, even though i change the destination. If I export to pdf it will save to the desktop but the original doc still won’t. If i don’t save the doc and try to exit it asks if you want to delete or save, then I can save to the desktop, but not from the doc itself. If I open a doc from a folder or desktop it will save it back to the same location.

Any suggestions?