This occurs when the url passed as part of --header-html or --footer-html is unreachable. E.g. --header-html http://0.0.0.0/ will always crash with this error.
In my case, I found out the hard way that the C# helper method controller.Url.Action is not thread safe and the urls I was passing to rotativa sometimes looked like this:
https://localhost:44387/https://localhost:44387/ReportHeaders/Header?key=123