The site I was trying to crawl has query strings as part of the navigation causing the script to fail when trying to save the screen shot on Windows (may or may not repro on other platforms). It appears slugify doesn't trim out all characters illegal for Windows file names.

Example error sequence (sort headers on a table add to the query string):
Loading: https://example.org/index/99984?sort=NAME&order=asc (node:19708) UnhandledPromiseRejectionWarning: Error: ENOENT: no such file or directory, open 'C:\Users\Reeves\source\repos\puppeteer\output\https___example.org\https___example.org\index_99984?sort=NAME&order=asc'

I corrected this in my script by adding 'santize-filename' and adding to the screenshots section of the code (on line 146 at this hot second).
const path = `./${OUT_DIR}/${slugify(sanitze(page.url))}.png`;

The slugify in this context may be redundant.