If it's your configuration, it's not a problem with your OS, it's a problem with your configuration. Your problem is specifically that your OS has chosen not to support certain characters in filenames, and you want to write files containing those characters.
That's not a configuration. There is no way to configure Windows to accept files with colons in them. As well say it's a configuration issue if the software hardcodes the assumption of filesystem case-insensitivity.