Exporting selected tracks as new session

So I'm done with a song and ready for mix and mastering. I want to save the session with selected tracks and pluggin settings to a different location so it's not as big but its the same sounds and everything. It keeps telling me the file does not exist when I click to where I want it to save. I'm assuming I'm missing a step:

-file

-export

-selected tracks as new session

-24 or 32 bit float\audio files\selected tracks\session pluggins\root pluggins

-save

-New folder

-New name

-save



what am I missing?