On Windows, `mktemp("")` creates the temporary file at `\`

[yha]

On Windows:

julia> mktemp("") do path, io
           println(path)
       end
\jl_960E.tmp

The temp file is created at the root of whichever drive pwd() is in.

On linux, the file is created at pwd():

julia> mktemp("") do path, io
           println(path)
       end
jl_QVmxPb

I think this is the right behavior, and mktemp on Windows should do the same, since

julia> normpath("")
"."

julia> isabspath("")
false

julia> dirname("localfile")
""  # Not "."

Tested on 1.8.5 & 1.9.0-beta3 on Windows, 1.8.5 & master on linux.