Just check that UpldProDoc.FileName is not null. This is happening as UpldProDoc got no uploaded file. Check below code
if (UpldDelvMail.HasFile && UpldProDoc.FileName != "")
{
DelvMailName = UpldDelvMail.FileName;
bool isExists = Directory.Exists(Server.MapPath(SavePath));
if (!isExists)
{
Directory.CreateDirectory(Server.MapPath(SavePath));
}
UpldProDoc.SaveAs(Server.MapPath(SavePath + DelvMailName));
}