`Dir::open_file_with` (and likely more `Dir` methods) on Windows does not support `/`

[RalfJung]

Usually, our fs methods on Windows support the / file separator, not just \. However, for the Dir methods, that does not seem to be true -- the following fails

dir.open_file_with("subdir/bar.txt", &OpenOptions::new().create(true).write(true))

saying

The filename, directory name, or volume label syntax is incorrect. (os error 123)

I suspect this is caused by internally using NtCreateFile rather than CreateFileW.

Tracking issue: #120426
Cc @ChrisDenton @Qelxiros