Double Dots denote a Parent Path, and are verboten these days as they are a huge security risk that allows for Directory Traversal. That's why Relative Paths were replaced with either Virtual or Absolute Paths. I suspect not being able to create directories beginning with Double Dots is either by design or a limitation made by .NET.

If they are trying to make a more readable directory structure, try using Hyphens and Double Hyphens as those should work just fine.