Testing with 2.2.2 RC1 on W10 and macOS 10.13.3 High Sierra
Tested using a USB clip drive  - with h/w write protection at step 3

We seem to have improved the situation for the use case in the Steps to reproduce - as when recording at Step 4 when the Stop button is pressed you now get the error message (and the apparent new audio is removed, visually):
>File Error:
>Audacity failed to write to a file
>Perhaps <device> is not writable or the disk is full

I suspect that this change may be down to Paul's disk-full error trapping that was added recently.



However if you then move to step 5 and try to Save Project - you still get the same "unhelpful" error message:
>"Could not create safety file: ... "

At this juncture it would be *much* better for the user to see the message
>Audacity failed to write to a file
>Perhaps <device> is not writable or the disk is full

Curiously if you then remove the USB clip and then try to Save Project you do get:
>File Error:
>Audacity failed to write to a file
>Perhaps <device> is not writable or the disk is full

DEVEL - FIX MADE
https://github.com/audacity/audacity/commit/72f36f8a82e9ed4a184b9029cb53780e62a9bea8

(In reply to James Crook from comment #3)
Tested on W10 with audacity-2.3.3-alpha-341-72f36f8a82e9ed4a184b9029cb53780e62a9bea8

Tested using a USB thumb-drive and using the write-protect.

You now get a sensible useful error message telling you that the device may be locked or unavailable.