Hi,
A few users have reported something similar and we have been able to reproduce it when saving in a DropBox folder and are speculating that the same problem could exist with any similar synchronization-style systems as well as possible also anti-virus software. The problem is that when Capture Atlas saves over an existing file, the old file is temporarily copied to a backup file, should anything go wrong. What appears to happen is that occasionally Capture cannot delete the backup file (as it's being indexed or synchronized) and next time you save, Capture refuses since the backup file is still there.
Yes, you can delete the old backup file if you wish. It is in fact an identical copy of your project file before the last save (rename of .c2p to .bak).