This happens when the option "Archive results from differences report" is enable in DB Health Check window in the Settings tab.
This procedure is affected by the Rules of Naming Conventions of the Operating System, it's not allowed to create very long filenames.
Uncheck the option "Archive results from differences report" and enable the checkbox "Store results in table TOAD_HEALTH_CHECK in database being checked". This option will allow Toad to store this information in this table, and it won't create the .dat file anymore.