When you follow DSayers instructions (which do work for Superhub 3, Virgin subscribers), you need to have a USB intalled at the back of the box. That is where all of the files are stored when you run his script. Just format the USB to FAT32 and stick it in the back of your box.
If you follow DSayers instructions, it will work, but it seems only if you have a USB installed in the box. The script tat you run (using "Putty") saves the config files to "media/HDD/SurfsharkVPN". If there is no USB connected, there is nowhere for the config files to be saved to.
I think your confusion may be because there are 2 ways to install Surfshark VPN. Gorski's way, and DSayers way. No disrespect to Gorski's method, but Dsayers methid was so, so simple. Go to the web like in my above post and follow his instructions to the letter. Ensure you have a USB in the back of your box. It took me 10 minutes and I am now up and running.
The link to Dsayers instructions is above, just click on
Enigma2 OpenVPN Guides and scripts