you are getting this error because of the backslash character in the filename since the module is not able to recognize the subfolder structure in it if it was created in a different way than by a simple creating the archive directly in Windows which is what I did when testing the functionality.
Unfortunately, it is a current limitation of our Archive module. I would recommend you create a request for implementing the required functionality on our Request page under the link below. The more votes it gets, the bigger is the chance of faster implementation of the required feature. You will be also automatically notified about it via email once it happens.