Some Android phones (Android system 4.3 and above) do not allow apps to access to their SD card for safety reasons. You could only save videos to the internal storage of the phone for now.
There are two ways to solve this issue:
1. Remove the unnecessary files from the phone to get enough space.
2. Delete projects from FilmoraGo MY SAVED PROJECTS. Get in to FilmoraGo, MY SAVED PROJECTS, tap the icon of the project that you want to delete. You will be taken to a screen with the options Edit, Play, or Delete. Then tap DELETE. If you saved your video to your camera roll, it will not remove your saved video by deleting the project.