I'm an avast user just like yourself, not an avast employee.
I can only make an assumption (given that you say it doesn't allow you insert a location) that the renamed report file would be stored in the default report location.
You mentioned you are using XP, if you can see the other scan reports then you should be able to see the other one.
Whilst I'm not on my XP system (win10 and avast 12.3.2280) I did run a test created a custom scan I didn't want to change settings of an existing scan. The custom scan I created can be seen in the UI Scan History and it is in the report folder. I can only assume that this general function acts in the same way on the latest version and with XP, as currently I can't test it.