Source:

Following names are consider as a device / port in DOs. DOS devices cannot be used as folder names:
CON, PRN, AUX, CLOCK$, NUL, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, and LPT9.
so creating a folder in above names are not possible in windows.
But we [...]