Error "illegal characters in path" C#

You can simply use C# inbuilt function "Path.GetInvalidFileNameChars()" to check if there is invalid character in file name and remove it.

so, simply your C# code would be as below

var InvalidCharacters= Path.GetInvalidFileNameChars();

string GetInvalidCharactersRemovedString= new string(fileName
  .Where(x => !invalidChars.Contains(x))
  .ToArray());

Once the Invalid Characters are removed, now you can use the above string name, "GetInvalidCharactersRemovedString" to save file in a path.

We can also use Linq to clean file names, here is extended method

private static string removeInvalidChar(string fileName)
{
    return Path.GetInvalidFileNameChars().Aggregate(fileName, (current, c) => current.Replace(c.ToString(), string.Empty));
}

OR 

You can also simply replace illegal characters by "_"

public string RemoveInvalidChars(string filename)
{
    return string.Join("_", filename.Split(Path.GetInvalidFileNameChars()));    
}