coverage.xml contains filename attributes.
If this attribute is absolute based on hudson.FilePath implementation,
canvas FilePath object is created as absolute and outside of the intended cobertura job directory. SourceCodePainter overwrites this file in paintSourceCode().

Attached is a very simple patch, pointing to the problem.
coverage.xml is produced on Windows by patched gcovr.py using QNX cross compiler tools. It is simplified for testing.