What's your custom format?
https://www.filebot.net/naming.html

Windows does not allow
: colon in file names or file paths.

Does clicking
Validate not remove
: colon from the proposed file name?
EDIT:
FileBot likely does not strip the
: colon from the destination file path here, since
Y:/{n} {sxe} {t} would be a perfectly reasonable destination format, and this series name accidentally produces absolute file paths.

Use the
{plex} format or take care of
: colon in your custom format. Use
{kodi.name} if you want a naming scheme similar to the one seen in your screenshot.
EDIT 2:
Note that I cannot reproduce the issue shown in the screenshot. Please
provide file paths as text for testing.
The
Y: does seem to mess with the destination folder here, but validation itself seem to work in my test case:
EDIT 3:
I was able to reproduce the issue with the default episode format, that is only used if you've never configured a custom format. You can fix the issue by configuring a custom format that preemptively fixes colons in files paths, such as the
{plex} format and it's friends:

You can configure your own custom format via
Double-Click <New Names Item> ➔ Edit Format.