Afaict that's an issue with your operating system, not with tangled's git implementation. You're trying to check out a file with a colon in its name, and Windows can't handle that because of DOS baggage. If you mirrored that to GitHub or wherever and then tried to clone, you'd probably get the same error again.
Try cloning on WSL, in the VM's filesystem, and let us all know how that goes.
Try cloning on WSL, in the VM's filesystem, and let us all know how that goes.