The DocumentSourceBackupFile opens WiredTiger backup files. Unfortunately the cursor which does this is not necessarily killed by shutdown, and WiredTiger will fatal assert on shutdown if it can't remove its files. The BackupCursorHooks/Service is also not shut down, so it can't be used to implement shutdown until it is.

Solution here is to close the file on Windows whenever we're not actively using it, except during exhaust operations. A cancelled exhaust operation will always close the cursor (and thus the file). Closing the file all the time would be a major performance penalty.