Hey @girish, @nebulon, thanks for coming back to me so quickly!
Happy to report that the fix worked wonders, and the backup completed successfully.
As for our setup, we set up the backup server a while ago now, my memories are not the freshest. But IIRC we are using OpenSSH Server for Windows Server.
And from what I can see Windows shell uses mklink to create hard links. But I have never used it.