After successfully parsing some cobertura reports. For example:

[Coverage] Successfully parsed file 'D:/jenkins/workspace/pp_Code_Coverage_Windows_develop/build/reports/TaskQueueThread_cobertura.xml'
[Coverage] MODULE: 100.00% (1/1)
[Coverage] PACKAGE: 100.00% (1/1)
[Coverage] FILE: 2.22% (1/45)
[Coverage] CLASS: 2.22% (1/45)
[Coverage] LINE: 0.59% (37/6257)
[Coverage] COMPLEXITY: 0
[Coverage] COMPLEXITY_DENSITY: 0/6257
[Coverage] LOC: 6257
[Coverage] Successfully processed file 'build\reports\TaskQueueThread_cobertura.xml'

The cobertura plugin tries to find the source code files but it fails because it incorrectly considers them to be outside of the workspace:

[Coverage] [-ERROR-] Errors while recording code coverage:
[Coverage] [-ERROR-] Errors during source path resolving:
[Coverage] [-ERROR-] Errors while resolving source files on agent:
[Coverage] [-ERROR-] Removing non-workspace source directory 'D:/' - it has not been approved in Jenkins' global configuration.
[Coverage] [-ERROR-] - Source file 'jenkins/workspace/pp_Code_Coverage_Windows_develop/Source/concurrency/TaskQueueThread.hpp' not found