Setting save_replay = C:\some_path\a.rep in bwapi.ini doesn't work as expected, the replay ends up in <starcraft>\C\some_path\a.rep. This is because colons are filtered out from the path here:

Do we want to still do this guarding against bad filenames? It's not the only possible error, you could get an access denied as well. If we want catch these errors and default to e.g. LastReplay.rep and write a message to std::cerr, I think we should do that here: