I have never even tried to run an agent inside a Windows shell. It's straight to WSL to me, entirely on the basis that the unix tools are much better and very likely much better known to the LLM and to the agent. I do sometimes tell it to run a windows command from bash using cmd.exe /c, but the vast majority of the agent work I do in Windows is via WSL.
I almost never tell an agent to do something outside of its project dir, especially not write commands. I do very occasionally do it with a really targeted command, but it's rare and I would not try to get it to change any structure that way.
I wouldn't use spaces in folder or file names. That didn't contribute to any issues here, but it feels like asking for trouble.
All that said I really can't wait until someone makes it frictionless to run these in a sandbox.