You shouldn't pass fname as a string, but as a variable:
fname = sprintf('./Output/THOutput/LHS%d/GMID%dForce.mat', i,k);
save(fname,'Force_y');
And don't you want GMID(k) to be a directory? In that case you should add another filesep:
fname = sprintf('./Output/THOutput/LHS%d/GMID%d/Force.mat', i,k);
save(fname,'Force_y');