Going off script while running a module. Like the actual transition from following the module to making stuff up. Once I'm off script I'm fine. It's just hard from me to make that transition.
For example, I messed up during Age of Worms adventure path, which is a series of modules in Dungeon. The PCs decide to look for an NPC that has been mentioned by other NPCs as a Bad Dude. This NPC is... nowhere to be found in the module itself. They're detailed in the overall location documentation, but the module itself never says where they are during the events of the module. The NPC is explicitly not at their home and not at their own workplace... but it never says where they are or what they're doing. They're not a critically important NPC, but they may theoretically have information and they are a minor villain.
The PCs insist on looking for the NPC. I stop and try to find where they are, unsuccessfully. I've read the entire path, but it'd been maybe six months since then and I don't remember what the NPC does in the future. The only encounter I recall with the NPC was in a prior module when the NPC had his hired goons try to pick up the PCs. However, that encounter takes place at a second NPC's residence who now is involved in a conflict with the NPC the PCs are looking for due to their actions in the last module. Also, the PCs were actually pretty good about not getting on anybody's radar and successfully avoided attention. Well, until they started looking for the NPC.
I just... didn't let the PCs succeed. They waited several in-game days and I was too worried about breaking a later module for him to come back. Nobody knew where he was, nobody knew when he'd be back, nobody had any information. Well, his goons still in town weren't open to any discussion of their boss.
I was too hesitant to go off script and make something up. I knew the NPC wasn't really important, but I just... resisted letting the PCs accomplish something or getting information that they were barking up the wrong tree or using their behavior to invent a completely new side quest about the Bad Dude doing Bad Things. They were really convinced that NPC was important, too. It felt like I was just intentionally letting them get frustrated. That's not necessarily wrong, but here it just didn't feel good. It felt like a bad story beat, or that I was punishing the players for trying something I didn't expect.