Conforme explicado pelo desenvolvedor líder do NTFS-3G em seus fóruns de suporte :
Actually NTFS allows colons in name, only Windows does not. Your symlink creation is probably rejected because you mounted the partition with option windows_names. If so, you can probably temporarily mount without the option while creating the symlink, and set the option back afterwards. The special characters are only checked when creating a file (whether regular or special).
Após montar o volume sem windows_names
, consegui criar o link simbólico com dois pontos em seu nome.