I modified your code for the last section. it works for me. please try from your end.
for s in Words:
with open("%s.txt" % s, "w") as f:
for sentence in sentences:
if( s in sentence):
f.write(sentence + '\n')
for s in Words:
with open("%s.txt" % s, "w") as f:
for sentence in sentences:
if( s in sentence):
f.write(sentence + '\n')