Submitted a bug report on this

A little more info on this one is keep Filter Forge running when recreating this. Create a filter in the usual way nameing it whatever. then open up the folder where the My Filters folder is located. Now select that FF file that was just created and name it something else. Keeping the My Filters window open go back to the still running FF and go to the edit window editing that filters info one more time. But name it the same as what you have changed it to in the My Filters folder. Then hit save. It should error and create a different file and bring up the bug report dialog.

Just curious but does the error have something to do with because it is still being used it cannot save the changes except to a different name and file?

We've sorted it out. This is the expected behaviour of the program in a situation when a file is renamed while Filter Forge is running.

It is strongly recommended to avoid renaming ffxml files manually. To change the name of a filter, better use the Filter > Edit Filter Info option in Filter Editor. The filename is then changed automatically.

JFYI: renaming .ffxml files in My Filters folder doesn't affect anything, because the filter name is stored within the file in an XML tag. To change the filter name, you must change it in the XML code, and using the Editor is the best way to do this.