...
<sources>
	<source>C:\Users\myUser\.jenkins\workspace\SomeWorkspaceName\SomeProject\aaa\bbb\ccc\ddd
</sources>
...

...
<class name="SomeFile.js" filename="..\..\..\..\..\SomeProject\xxx\yyy\SomeFile.js />
...

16:33:58 ERROR: ERROR: Failure to paint C:\Users\myUser\.jenkins\workspace\SomeWorkspaceName\SomeProject\aaa\bbb\ccc\ddd\..\..\..\..\..\SomeProject\xxx\yyy\SomeFile.js to C:\Users\myUser\.jenkins\jobs\SomeWorkspaceName\cobertura
16:33:58 java.io.IOException: Failed to mkdirs: C:\Users\SomeProject\xxx\yyy
16:33:58 	at hudson.FilePath.mkdirs(FilePath.java:1164)
16:33:58 	at hudson.plugins.cobertura.renderers.SourceCodePainter.paintSourceCode(SourceCodePainter.java:62)
16:33:58 	at hudson.plugins.cobertura.renderers.SourceCodePainter.invoke(SourceCodePainter.java:135)
16:33:58 	at hudson.plugins.cobertura.renderers.SourceCodePainter.invoke(SourceCodePainter.java:30)
16:33:58 	at hudson.FilePath.act(FilePath.java:991)
16:33:58 	at hudson.FilePath.act(FilePath.java:969)
16:33:58 	at hudson.plugins.cobertura.CoberturaPublisher.perform(CoberturaPublisher.java:403)
16:33:58 	at hudson.tasks.BuildStepMonitor$3.perform(BuildStepMonitor.java:45)
16:33:58 	at hudson.model.AbstractBuild$AbstractBuildExecution.perform(AbstractBuild.java:779)
16:33:58 	at hudson.model.AbstractBuild$AbstractBuildExecution.performAllBuildSteps(AbstractBuild.java:726)
16:33:58 	at hudson.model.Build$BuildExecution.post2(Build.java:185)
16:33:58 	at hudson.model.AbstractBuild$AbstractBuildExecution.post(AbstractBuild.java:671)
16:33:58 	at hudson.model.Run.execute(Run.java:1769)
16:33:58 	at hudson.model.FreeStyleBuild.run(FreeStyleBuild.java:43)
16:33:58 	at hudson.model.ResourceController.execute(ResourceController.java:98)
16:33:58 	at hudson.model.Executor.run(Executor.java:374)