dll is missing error in Devil May Cry 5 is to just download and install the version of DirectX that is required by Devil May Cry 5. Typically, DirectX 9 or 11 do just fine for most video games. Download DirectX9 here. Often, just downloading and installing DirectX will solve your problem.
particularly, Where is DmC 5 save file location?
Devil May Cry 5 Save File Location
Your Devil May Cry 5 save location on PC is found in the following folder: C:Program Files (x86)Steamuserdata[Your Steam ID]601150remotewin64_save.
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