Вы можете использовать следующую функцию
Function wkbSaveCopyAs(ByVal wkb As Workbook, ByVal fName As String) As Boolean
On Error GoTo EH
wkb.SaveCopyAs fName
wkbSaveCopyAs = True
EH:
End Function
в вашем коде вот так
Sub SaveToLocations()
' Saves active file to current plus two other backup locations, appends date and time in front of file name
Dim datim As String
datim = Format(CStr(Now), "yyyy_mm_dd_hh_mm_ss_")
'ActiveWorkbook.SaveCopyAs "I:\FBackupCS\" & datim & ActiveWorkbook.Name
If Not wkbSaveCopyAs(ActiveWorkbook, "I:\FBackupCS\" & datim & ActiveWorkbook.Name) Then
MsgBox "Ups, not saved", vbOKOnly
End If
'ActiveWorkbook.SaveCopyAs "E:\CS Docs\FBackupCS\" & datim & ActiveWorkbook.Name
If Not wkbSaveCopyAs(ActiveWorkbook, "E:\CS Docs\FBackupCS\" & datim & ActiveWorkbook.Name) Then
MsgBox "Ups, not saved", vbOKOnly
End If
ActiveWorkbook.Save
End Sub