sidecar/compact/store/receiver - Filesystem direcoty delimiter probably doesn't work on Windows

[jademcosta]

Thanos 0.26.0:

Object Storage Provider: Filesystem

What happened: It seems Thanos has a directory delimiter on objstore package. This var is used on several places, including the filesystem bucket (here)[https://github.com/thanos-io/thanos/blob/dd77331f6b7c749ef95480da08ea22765a69bd0c/pkg/objstore/filesystem/filesystem.go#L88].

What you expected to happen:
Any function that uses this delimiter will not work on Windows using the filesystem storage, as directories delimiters are backslashes. Examples are the Iter function.

As the filesystem seems to be created as an experimental bucket, I don't know if this bug is relevant or not, (I mentioned it on a PR) so feel free to just close it in case it is not important. I also don't know if Thanos is supposed to support running on Windows machines. (Windows is mentioned here but I don't know if it is intentional or not)

The bug is pretty obvious so I didn't reproduced it.

[jademcosta]

As requested on the docs, I'm pinging @bwplotka (as you're listed as filesystem bucket maintainer)

[stale]

Hello 👋 Looks like there was no activity on this issue for the last two months.
Do you mind updating us on the status? Is this still reproducible or needed? If yes, just comment on this PR or push a commit. Thanks! 🤗
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