command Shift N – new folder when trying to save/export a file - it doesn't work for me in Indesign 2020 with Mojave.
Gareth Lind commented
Illustrator had this issue – now it's migrated to InDesign. Seriously, the problem with all these updates are these silly bugs with the most basic commands. Adobe tries to wow us with new features, while letting core commands lapse. Please fix this.
Same issue for me since updating to 15.1.2. It worked previously.
Illustrator hasn't been able to do this for some time.