[Sugestão] Ideia de resolução

Principal,java

import java.io.IOException;
import java.util.Scanner;

public class Principal {
    public static void main(String[] args) {

        Scanner find = new Scanner(System.in);

        SearchCep searchCep = new SearchCep();


            System.out.println("Digite seu CEP para obtermos seu endereço.");
        var cep = find.nextLine();


        try {
            Address newAddress = searchCep.searchAddress(cep);
            System.out.println(newAddress);
            FilesCreator creator = new FilesCreator();
            creator.salvaJson(newAddress);
        } catch (RuntimeException | IOException e) {
            System.out.println(e.getMessage());
            System.out.println("Operações encerradas.");
        }


    }
    }

Address.java

public record Address(String cep, String logradouro,
                      String bairro,
                      String localidade, String uf) {

}

FilesCreator.java

import com.google.gson.Gson;
import com.google.gson.GsonBuilder;

import java.io.FileWriter;
import java.io.IOException;

public class FilesCreator {

    public void salvaJson(Address address) throws IOException {
        Gson gson = new GsonBuilder().setPrettyPrinting().create();
        FileWriter escrita = new FileWriter(address.cep() + ".json");
        escrita.write(gson.toJson(address));
        escrita.close();

    }
}

SearchCep.java

import com.google.gson.Gson;
import com.google.gson.GsonBuilder;

import java.io.FileWriter;
import java.io.IOException;

public class FilesCreator {

    public void salvaJson(Address address) throws IOException {
        Gson gson = new GsonBuilder().setPrettyPrinting().create();
        FileWriter escrita = new FileWriter(address.cep() + ".json");
        escrita.write(gson.toJson(address));
        escrita.close();

    }
}