error "incorrect function" if client is on another drive than c:

[atmanli]

OS: Windows 10 x64
GPU: Nvidia RTX 2080 Super

Description:
Running lc0-training-client.exe in cmd gives the following error:
2021/06/03 17:27:04 lc0_main.go:886: Unable to lock: link E:\Leela\client-cache\2016c588f885f5c141743873b07d1aa1824c04e18be032c4aaf57157a4e10861.lck.923056687 E:\Leela\client-cache\2016c588f885f5c141743873b07d1aa1824c04e18be032c4aaf57157a4e10861.lck: Incorrect function.

It doesn't look like a permission issue, because the file "lc0-training-client-config.json" was created successfully after running the client for the first time.

Workaround:
Move lc0 folder to c: and run lc0-training-client.exe again.