Magento does not want to support Windows for PWA: github.com/magento/pwa-studio/issues/2342#issuecomment-620161213
The issue is caused by the is-invalid-path
package: github.com/jonschlinkert/is-invalid-path/issues/2
See also: windows-filesystem
tagged topics.
Use npx @magento/pwa-buildpack create-project
instead of yarn create @magento/pwa
.