I believe this happens after Windows returns from Sleep. The problem goes away when I restart VIM. I use VIM 8.1.
My vimrc contains:
set nobackup
set noswapfile
set noundofile
silent execute '!mkdir "'.$TMP.'/vim"'
set backupdir=$TMP/vim/
The solution in Vim error E510: Can't make backup file (add ! to override) didn't help me, since I don't use backups (as far as I know).