Repository: youtube-dl
Issue: [Twitter] "[Errno 2] No such file or directory"
Labels: broken-IE,windows

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## Checklist

<!--
Carefully read and work through this check list in order to prevent the most common mistakes and misuse of youtube-dl:
- First of, make sure you are using the latest version of youtube-dl. Run `youtube-dl --version` and ensure your version is 2021.06.06. If it's not, see https://yt-dl.org/update on how to update. Issues with outdated version will be REJECTED.
- Make sure that all provided video/audio/playlist URLs (if any) are alive and playable in a browser.
- Make sure that all URLs and arguments with special characters are properly quoted or escaped as explained in http://yt-dl.org/escape.
- Search the bugtracker for similar issues: http://yt-dl.org/search-issues. DO NOT post duplicates.
- Finally, put x into all relevant boxes (like this [x])
-->

- [x] I'm reporting a broken site support
- [x] I've verified that I'm running youtube-dl version **2021.06.06**
- [x] I've checked that all provided URLs are alive and playable in a browser
- [x] I've checked that all URLs and arguments with special characters are properly quoted or escaped
- [x] I've searched the bugtracker for similar issues including closed ones


## Verbose log

```
F:\Youtube-DL>youtube-dl.exe --ignore-config --verbose https://twitter.com/cassandrawebbtv/status/1470124083547418624
[debug] System config: []
[debug] User config: []
[debug] Custom config: []
[debug] Command-line args: ['--ignore-config', '--verbose', 'https://twitter.com/cassandrawebbtv/status/1470124083547418624']
[debug] Encodings: locale cp1252, fs mbcs, out cp437, pref cp1252
[debug] youtube-dl version 2021.06.06
[debug] Python version 3.4.4 (CPython) - Windows-7-6.1.7601-SP1
[debug] exe versions: ffmpeg n4.4-6-g7e9b9f24df, ffprobe n4.4-6-g7e9b9f24df
[debug] Proxy map: {}
[twitter] 1470124083547418624: Downloading guest token
[twitter] 1470124083547418624: Downloading JSON metadata
[twitter] 1470124083547418624: Downloading m3u8 information
[debug] Default format spec: bestvideo+bestaudio/best
[debug] Invoking downloader on 'https://video.twimg.com/ext_tw_video/1470124003201273856/pu/vid/720x1060/KKdVKnZxI47Oihej.mp4?tag=12'
ERROR: unable to open for writing: [Errno 2] No such file or directory: 'Cassandra Webb - MUST WATCH - A man from #Kentucky lost his home after the #tornado Yet, here he sits at his piano playing the @Gaithermusic tune, "There's Something About That Name." The peace that passes understanding. #ARwx @FOX16News @KARK4News @NWS @HaydenNix-1470124083547418624.mp4.part'
Traceback (most recent call last):
  File "C:\Users\dst\AppData\Roaming\Build archive\youtube-dl\ytdl-org\tmpkqxnwl31\build\youtube_dl\downloader\http.py", line 260, in download
  File "C:\Users\dst\AppData\Roaming\Build archive\youtube-dl\ytdl-org\tmpkqxnwl31\build\youtube_dl\utils.py", line 2055, in sanitize_open
FileNotFoundError: [Errno 2] No such file or directory: 'Cassandra Webb - MUST WATCH - A man from #Kentucky lost his home after the #tornado Yet, here he sits at his piano playing the @Gaithermusic tune, "There's Something About That Name." The peace that passes understanding. #ARwx @FOX16News @KARK4News @NWS @HaydenNix-1470124083547418624.mp4.part'
```


## Description

youtube-dl experiences recurrent issues with grabbing videos from Twitter owing to Windows filesystem errors from erroneous characters or total length.  sanitize isn't doing its job.