You can get that error if you use punctuation marks in your filename. Piano/Music may look like a normal filename to you, but to the computer, that looks like you want to save a file in a folder called Music. If a Music folder doesn’t exist, the export or save will fail.
If you need dates, use the ISO version. Today is 2021-01-02. No slash marks.
You may use -dash- and underscore characters.
Windows has an additional restriction. You can’t use any of the legacy names, either: COM, LPT, etc.