I do not know what that file is, but it will be generated by scipy (a library we use in data augmentation).
As it comes from a library we use, rather than from Faceswap itself, I'm not sure there is much we can do to mitigate the issue.
Searching the forum it appears you have raised this before:
viewtopic.php?p=9203#p9203
However, I have not heard of any other similar issues from other users, and as this appears in training, it is highly likely we would have heard about it if the problem was universal.
Ultimately, Windows is a massive PITA when it comes to file permissions/sharing/locking. The most likely cause of your issue is going to be some other service accessing the file, which locks Faceswap out from it. That may be a virus scanner, or a cloud manager or some other process that we have no control over.
Unfortunately this is all I can really give you. You would need to find what on your system is trying to access that file and either disable it or add an exception.