Character ":" is not supported under Windows for filename. Thus, session connecting to a IPv6 (2012:245::1 for eg.) host with log files created using &H in the filename scheme cannot be created and the session is not logged.
This problem is not specific to PuTTYTray sadly :(
GH-96: sanitise logger generated paths on Windows
5620ed7 just replaces all non slash characters in the generated path with _, which certainly fixes this case and is probably closer to what people expect.
The code already prompts for overwriting files, so hopefully nobody's going to be confused and lose data here.