Ok, here I am again and I'll try to help you, wich could be a little bit difficult due to several reasons.
First of all is my english, which is bad, ... in fact I think "awful" would hit it much better, but I'll try.
The second Problem is, that I don't know very much of your system.
Ok, let's see...
At first I assume, that you have started manually the program "SaiFlightSimX.exe" wich is found at the folder "programs(x86)\Saitek\Direct Output"
As to see in the name of the program, it's made for FSX, so it is searching for FSX, not for P3D, why should it?
So it could be a problem, if you have installed both, FSX and P3D at the same system.
I personally would always recommend not to do this but install FSX and P3D separated from each other on its each own harddrives with its own systems.
I know that some people would say now, that they have installed both at one disk under one system and it would work well and I'm shure they're right.
But anyway, this here could be one reasen not to do so and I think, there are many more reasons for that.
So if you have P3D on its own system, it's maybe necessary to make Direct input believe, that it is installing in/ working with FSX, because as I said, it's made for it.
There is freeware Software like "FS_Registry_Repair" available, which can correct the settings of the registry.
It can be used to define the FSX- Path to P3D, so that several Addons use the P3D-Path, believing they install in FSX.
It also can be necessary, that there has to be a FSX.exe- File in the Main P3D-Folder, because some installers are looking for this file.
It can be a "fake.FSX" which is made out of a textfile and then just renamend to FSX.exe ore (which I would recommend) the original FSX.exe File.
Maybe this could be enough to make it work, maybe not.
I personally have made several links using "mklink" command in the command line, so that the addons are "thinking", that they install in fsx but in fact they install in P3D.
As there exists a very good tutorial in german for that, I assume, that there is also exisitng one or more in english, so I don't get deeper in that at this point.
All what I've written are just suggestions because on my system, at this config it works well.
I don't know at this point, if it is maybe enough to set only the FSX-Path via FS Registry Repair to P3D or if there are some more settings necessary.
I've done all of the settings from the beginning and before installing any SW and it worked well.
I hope, this was not so bad and a little bit understandable and could help you a little bit.
It would be helpful, if you can give us a bit more information.