SInce $$\int \frac{1}{\sqrt{2\pi}} \mathrm{e}^{-\frac{z^2}{2} } \, dz=\frac{1}{2} \text{erf}\left(\frac{z}{\sqrt{2}}\right)$$ $$I=\int_{-L}^{L-i \omega} \frac{1}{\sqrt{2\pi}} \mathrm{e}^{-\frac{z^2}{2} } \,d z=\frac{1}{2} \left(\text{erf}\left(\frac{L}{\sqrt{2}}\right)+\text{erf}\left(\frac{L-i \omega }{\sqrt{2}}\right)\right)$$ Using the asymptotics of the error function, we have $$I=1-\frac{e^{-\frac{L^2}{2}} \left(1+e^{\frac{1}{2} \omega (\omega +2 i L)}\right)}{\sqrt{2 \pi } L}+O\left(\frac 1 {L^2}\right)$$