Huh, are you sure you have access to the file? It's not in some system directory or something? When you save everything is written to a .capx.tmp file, then at the end it deletes the .capx file and renames the .capx.tmp file to just .capx. This should make it impossible for an incomplete .capx file to ever be saved.
When you see that error, browse to where the file is saved. There should be yourfile.capx.tmp in that directory. Is there also yourfile.capx still there? It should be deleted by that point, and the rename will fail if Construct 2 cannot delete the original .capx file.