Shortcut keys not working in “New Folder” dialog within Save As dialog is tracked with this issue – https://illustrator.uservoice.com/forums/601447/suggestions/39374122
Overall issue of shortcut keys not working in Save As dialog is fixed in Illustrator version 24.0.1
An error occurred while saving the commentFabricio commented
It is not fixed yet. I can't even make a new folder from the Save As command. This is getting out of control. Cmd + Shift + N once in the "Save as" menu does not work in the latest version of illustrator 24.0.3.