Are you using a Mac or a Windows PC? On a Mac, the sample files accessible from the Welcome screen go into a normally hidden folder, a subfolder at path /private/var/folders/. The full path includes a long alphanumeric string that is likely different for different users and/or OS versions, but it is easy enough to find with one of the sample files open using the Affinity File menu > Reveal in Finder item. I think there is an equivalent 'Reveal in Explorer' command on the file menu for the Windows versions, but I am not sure of that or of its exact name because I don't use Windows PCs.
FWIW, on Macs the private folder is hidden because the OS manages its contents. Users generally should not modify anything in it directly to avoid problems.
Geeky Mac stuff: According to the HIER(7) man page, /var/ is used for "multi-purpose log, temporary, transient, and spool files," & /var/folders/ contains "per-user temporary files and caches." (If you want to see the 'local copy' of the man page for the Mac OS version you are running, you can enter without the quotes "man /usr/share/man/man7/hier.7" in Terminal.) The sample files are treated as temporary items & will be deleted eventually, usually whenever you restart the Mac.
If you paint black all color information will be black (left side of levels graph), it's the opacity that's different. If you select the alpha channel instead of the master your levels should work fine, I think.
That shouldn't be a problem for us because my workplace uses Windows machines to do our work. You can expect 6 or more employees to be testing this out on our end.