In your player.json
"Keep Received Setups#":"0=do not accept, 1=keep until next track, 2=keep until exit, 3=keep forever"
I don't believe a "received" folder is created until a setup is sent to that driver plus make sure "3" is set. Note: You could manually create a received folder if the game for whatever reason doesn't create one.
received folder location:
rFactor 2/ UserData/ player/ Settings/received