So I've been studying Blender's fluid simulation and I realized that after I set the folder's path to somewhere else other than Window's temp folder (C:\Users\User\AppData\Local\Temp) the bake progress bar stays at 0% for some seconds and then disappears. No errors or anything (the log shows no errors either) . I tried this out on my Linux machine back at home and it worked fine (the Windows machine is at work).
I've been working with Fluids for the past month and also have not seen this problem. I can assign a folder and name for the cache and then read it back with a time offset in a different scene, and it all works fine.
Sometimes data corruption can creep into a file and produce odd behavior. Have you tried starting from scratch in a fresh startup?
Could also be something to do with your fluids setup. Perhaps you could post a file?