Trying to use swing wallet (i'm opening by double clicking the .jar file fromzen/src). Seems to be working but the first thing I tried was to test a backup and received that error.
Create a directory like `/walletbackups/`
in zen.conf add the line `exportdir=/home/sk/walletbackups/`
Start swing and choose to backup
choose `walletbackups` directory
Choose a filename as for example `zenwallet20170830`
Well did just this and received the same error.

"error code: -4 Cannot backup wallet until the -exportdir option has been set".
Something that may be interesting is that the "Encrypt.." option onder wallet is also unclickable. Is that normal?
Other than this the wallet is working fine send and receive.
Edit: also very similar error when trying to export keys