The easiest way past such issues is normally to use Steam Cloud saves, but unfortunately that has a problem right now
We have discovered an issue where Steam cloud saves can disappear! This is associated with using debug_mode due to the fact that using debug your save files will not be compressed and may go over Steam's 100MB limit for save files - making it...
forum.paradoxplaza.com
The next easiest way is to change your set Windows User Documents folder. In the left column of File Explorer right click on Documents, just under This PC there. Go to Properties, Location - you can change that there. Of course that obtains for the whole of Windows not just this game, but if you are that short of space that may be the best solution overall. I see you have EU4 and HOI4, so this will help with their file writes too.
There is also a way of just redirecting this one game's writes to elsewhere by editing launcher-settings.json in the Steam/Vic3/launcher folder, but that may have to be redone after ever game patch. With previous games that also required you to make a new file userdir.txt also pointing to the new location, but I haven't been able to test this with this game yet. Quite a fiddly process to implement and maintain!