Just change the paths to include Data\, i.e
procedure TMainForm.FormClose(Sender: TObject; var Action: TCloseAction);
begin
SaveListViewToFile(lstvGlucose, 'Data\Glucose.sav');
SaveListViewToFile(lstvBolus, 'Data\Bolus.sav');
SaveListViewToFile(lstvFoodDB, 'Data\FoodDB.sav');
SaveListViewToFile(lstvOwnDB, 'Data\OwnDB.sav');
end;
(*---------------------------------------------------*)
procedure TMainForm.FormCreate(Sender: TObject);
begin
if FileExists('Data\Glucose.sav') then LoadListViewToFile(lstvGlucose, 'Data\Glucose.sav');
if FileExists('Data\Bolus.sav') then LoadListViewToFile(lstvBolus, 'Data\Bolus.sav');
if FileExists('Data\FoodDB.sav') then LoadListViewToFile(lstvFoodDB, 'Data\FoodDB.sav');
if FileExists('Data\OwnDB.sav') then LoadListViewToFile(lstvOwnDB, 'Data\OwnDB.sav');
end;
(*---------------------------------------------------*)