I'm using W10 x64. If I close the app the following error message appears. The stated file is not created. So I created it on my own. But the error appears again and the log file still does not contain entries?!

2017-04-15 22_00_37-Errors occurred.png

You don't get the file created because of permissions on your local Windows.
Anyway, if this happens on closing, please disregard it. It does not affect the actual sniping.
It will be fixed in the later release.