Shortcuts - Saving a file to specific folder that is NOT ‘/shortcuts/‘
You can't access files outside /Shortcuts/ on purpose, it's called sandboxing and makes sure that your iCloud data is safe! 

As a matter of fact, it used to be possible to trick Shortcuts.app with a relative path (e.g. /Shortcuts/../../hiddenData/), but that security problem (CVE-2019-7289) was fixed in February 2019: release notes