Looking at your video, if you want people to be specifying the end file name, I'd suggest using a combination of IsBlank, Notify and SetFocus. This would be included in the OnSelect property of your final button.
If(IsBlank(<FieldName>),Notify("Enter a file name",Error);SetFocus(<FieldName>),
Where <FieldName> is your text input.
I'd also consider having another step in your flow to check for the existence of the file name already in the eventual directory. If it already exists, have it add an increment after the file name to differentiate and not lose data.