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It's an interesting point -- although it's purely academic because the developer can obviously choose any route and has no need to use a reserved directory name. If the developer did want to deliberately use a disallowed route, although there would never be any reason for doing so, but there are various options for a workaround. However, this is just a quirk of Windows which would never causes a problem for reral-life users or developers.
You don't even need anything other than Windows to see this in action. Just try to create a directory with a reserved name and you'll see it won't let you. Similarly, if you try to create a directory with invalid or impossible characters, e.g. a space " ", obviously this is also not be allowed. This doesn't affect real people, whether they are Windows users or developers, because they can just use a more sensible directory name -- for the same reason no web user would ever be affected by this.
I know it has something called "virtual Path Provider" which it overrides and eliminates physical file checking. Even if it doesn't you can do that yourself!
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Microsoft Visual Studio
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FileStream will not open Win32 devices such as disk partitions and tape drives. Avoid use of "\\.\" in the path.
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OK
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