@rlkeeney I'm talking about a forward slash (/) not a backslash (\), like in Lionel Hampton's "Golden Vibes / Silver Vibes". It's probably the same issue with artist names with slashes in them, like AC/DC (which I don't play).
The problem is that I don't try to create the file, Strawberry does when it downloads a cover and tries to save it in the music folder.
I have set Strawberry to "Save album covers in album directory" with the default pattern %albumartist-%album -- which doesn't work when there's a slash in the album name. Then it just throws up an error message saying something to the effect that the image can't be stored.
This is clearly a bug, and it should be easy to remedy by replacing the slash with another character, like an underscore, before saving.