Peculiar Application.CaptureScreenshot() behaviour in Japan?

Working on a project for someone in Japan, and we're using Application.CaptureScreenshot() to take a screenshot and save it in a screenshots which is in the same folder as the EXE.

It works fine on my PC (British English locale) and saves fine. But in Japan, where the directory separator is different, it doesn't seem to save properly. They use the Yen symbol I believe, and I've used Path.DirectorySeparatorChar to make it independent of locale, but it's till not saving to the folder.

Has anyone experienced anything similar to this?