This test works for me (Windows 10 21H1)
// sAppdata = C:\Users\Christian\AppData\Roaming
string sAppdata = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData);
// bExists = True
bool bExists = System.IO.Directory.Exists(sAppdata);
// sPath1 = C:\Users\Christian\AppData\Roaming\MyFolder
string sPath1 = System.IO.Path.Combine(sAppdata, "MyFolder");
// bExists1 = False
bool bExists1 = System.IO.Directory.Exists(sPath1);
// sPath2 = C:\Users\Christian\AppData\Roaming\MyFolder\myFile.config
string sPath2 = System.IO.Path.Combine(sPath1, "myFile.config");
// bExists2 = False
bool bExists2 = System.IO.Directory.Exists(sPath2);