Howdy pjkeeler,
You likely do not need to create that folder. You are pretty clearly experiencing a different issue than the rest if you don’t have that folder.
Would you mind opening a new topic? Wp.org rules stipulate that each topic should be dedicated to a single issue, and if possible one person’s issue instead of a group’s that way everyone gets the full attention of the topic.
Make sure all of your plugins are up to date pjkeeler. You might also try deleting/readding that widget. If that doesn’t work, then definitely open a new topic and thoroughly detail the problem.
Cheers!
– Brook