The "Security prevents saving the report" message usually points to permissions in classic reporting. The important part here is that classic reports and Platform Analytics Data Visualizations don't use exactly the same permission model. That's why a user may be able to create a Data Visualization in the Next Experience, but still get blocked when creating or saving a report through the classic UI.
I would first check the user's reporting roles. For a shared dashboard, report_group is probably the most relevant role because it allows the user to create reports and share them with groups. report_user is more limited and is mainly suitable for personal reports. If reports need to be published or available more broadly, report_publisher or report_global may be required depending on what the user needs to do.
The dashboard permissions are a separate thing to check. Having the reporting role doesn't automatically mean the user can modify a shared dashboard. Open the classic dashboard, check its Sharing settings, and make sure the user or one of their groups has Can Edit access rather than only Can View.
If the user needs wider control over classic dashboards and widgets, dashboard_admin or pa_power_user may also be worth looking at, but I wouldn't assign those unless the broader access is actually required.
So I would start with report_group and explicit Can Edit access to the shared dashboard.
That should let you keep the existing classic dashboard without requiring the user to move everything to Platform Analytics 🙂
