Windows 10, Anaconda 3, DLC 2.0.3, DLC-windowsCPU env

I followed the installation instructions for CPU environment and started running the demo for CPU.

The first couple of steps seem to work fine (deeplabcut.load_demo_data(path_config_file) and deeplabcut.check_labels(path_config_file)), but a bit into the training phase (deeplabcut.train_network(path_config_file, shuffle=1)) I'm getting the following error:

Failed to create a NewWriteableFile: D:\[...]\DeepLabCut\examples\Reaching-Mackenzie-2018-08-30\dlc-models\iteration-0\ReachingAug30-trainset95shuffle1\train\snapshot-100.data-00000-of-00001.tempstate15672210206235734816 : The system cannot find the path specified.
; No such process

I tried to look up the snapshot file in the directory but couldn't find one.
Do you know how to handle this issue?