Rewards dump - The system cannot find the file specified. (os error 2)

[dkijania]

Describe the bug
There is a panic found in logs for node with enabled auto dumping rewards from time to time:
exception.txt

full_log

Mandatory Information

1. jcli --full-version newest master;
2. jormungandr --full-version newest master;

To Reproduce
Steps to reproduce the behavior:

1. checkout branch [Tests] Rewards dump soak test #1932
2. build it
3. run test:

cd jormungandr-integration-tests
cargo test collect_reward_for_15_minutes --features sanity-non-functional -- --nocapture

4. see output for details

Expected behavior
A clear and concise description of what you expected to happen.

Additional context
Add any other context about the problem here.