A newly created multibranch workflow job doesn't create its workspace/${proj} directory before trying to clone its repository to find the Jenkinsfile to run. Using Mercurial, the job for the default branch tries to clone the repository to workspace/${proj}/default@script and fails because the parent directory doesn't exist. Symptom:

$ "C:\Program Files\TortoiseHg\hg.exe" --config auth.jenkins.prefix=* --config ******** --config ******** --config "auth.jenkins.schemes=http https" clone --noupdate C:\Jenkins\hgcache\AD53F80F6916C32F1510B2DC580E2777B26FE751-myjob-myuser "C:\Jenkins\workspace\myjob\default@script"
abort: The system cannot find the path specified: 'C:\Jenkins\workspace\myjob\default@script'

To reproduce:

1. Install Jenkins, Workflow Aggregator, Workflow Multibranch
2. Configure Hg in Jenkins global settings
3. Create a Multibranch Workflow job from an Hg repository