If you are running Android 4.4 KitKat or higher (Lollipop or Marshmallow as well) you may have run into issues with Titanium Backup not being able to use the SD card to store backups.
Simple solution. On the SD card in Android/data ensure a folder exists with the name com.keramidas.TitaniumBackup and use it.
Writes to the SD card in 4.4+ have been restricted to the app’s folder. There are other work arounds but this one is the simplest.