Not sure exactly the issue but backslashes like Windows uses for paths can often confuse software. If you are in Live Preview (pencil icon at the bottom right of your screen) you could try switching to Source View and seeing if you like that better?
Alternatively, you could wrap the paths in single backticks so they are treated as code - just be sure to put the bold outside the backticks: C:\Windows\something
Two-character sequences of backslash-alphanumeric (such as \a, \2, etc., found throughout Windows file paths) have no special meaning in Markdown or in Obsidian’s documented syntax. Obsidian’s Reading View correctly reflects this.
The problem is that Obsidian (v0.15.9, at least) mangles these sequences in Editing View (albeit differently in the two modes), making Windows file paths all but unreadable until previewed:
Reading View: correctly gives \ no special meaning when followed by alphanumeric:
Editing View, Source mode: ghosts \U, \b, etc. as if they were escape sequences:
Editing View, Live Preview mode: takes this misrendering a step further by hiding each \: