I do not get any messages after I click yes to overwrite. I have not tried save as, as the sheets that I use have been in long term use but I will try that next time.
Don't forget to try different files also, that will narrow down the issue from a rights issue on the drive to something specific with Excel, or maybe the files you are working with.
Speaking of rights issues, you may not have Modify rights to the files. That would prevent you from over-writing them even if you can delete them. Check the security settings, make sure all rights are checked off for your account.