I just gave the USB-exf payload a try on Windows 10, and it worked OK for me.
I tried with varying cases on the extensions too (i.e. .pdf and .PDF) and worked OK.
Which xcopy command do you have uncommented in e.cmd?
I currently have:
REM xcopy /C /Q /G /Y /E %USERPROFILE%\Documents\*.pdf %dst% >>nul
REM Same as above but does not create empty directories
xcopy /C /Q /G /Y /S %USERPROFILE%\Documents\*.JPG %dst% >>nul
)
(Changed extension to JPG for testing purposes)
According to the comments in the script though, it shouldn't create any empty directories