Just ran a test and got it to happen again immediately. I'll keep testing, but so far:
I've copied a duplicate folder into my "Sandbox" testing project to see if changing the location on my C: affected it. Once I opened the RMarkdowns in this new project, I re-inserted two of the same images as before, using the Visual Editor again. Then I saved and closed the project.
Immediately after opening the project again, the second image--the one that I left named as "Screenshot 2021-04-08 211622.png"--was giving the error. The first image though, which I renamed as Picture1.png, was fine.
I'll have to keep playing with it more to see if Picture1 disappears too, but from initial testing it looks like RStudio doesn't like something about the names Window's Snipping Tool gives by default.