Let us start here, from square one. No, from Zero!

external/openvr/src/vrcommon/dirtools_public.cpp

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+//========= Copyright Valve Corporation ============//
+#include "dirtools_public.h"
+#include "strtools_public.h"
+#include "pathtools_public.h"
+
+#include <errno.h>
+#include <string.h>
+
+#ifdef _WIN32
+#include "windows.h"
+#else
+#include <stdlib.h>
+#include <stdio.h>
+#include <sys/stat.h>
+#include <sys/types.h>
+#endif
+
+#if defined( OSX )
+#include <sys/syslimits.h>
+#endif
+
+
+//-----------------------------------------------------------------------------
+// Purpose: utility function to create dirs & subdirs
+//-----------------------------------------------------------------------------
+bool BCreateDirectoryRecursive( const char *pchPath )
+{
+	// Does it already exist?
+	if ( Path_IsDirectory( pchPath ) )
+		return true;
+
+	// copy the path into something we can munge
+	int len = (int)strlen( pchPath );
+	char *path = (char *)malloc( len + 1 );
+	strcpy( path, pchPath );
+
+	// Walk backwards to first non-existing dir that we find
+	char *s = path + len - 1;
+
+	const char slash = Path_GetSlash();
+	while ( s > path )
+	{
+		if ( *s == slash )
+		{
+			*s = '\0';
+			bool bExists = Path_IsDirectory( path );
+			*s = slash;
+
+			if ( bExists )
+			{
+				++s;
+				break;
+			}
+		}
+		--s;
+	}
+
+	// and then move forwards from there
+
+	while ( *s )
+	{
+		if ( *s == slash )
+		{
+			*s = '\0';
+			BCreateDirectory( path );
+			*s = slash;
+		}
+		s++;
+	}
+
+	bool bRetVal = BCreateDirectory( path );
+	free( path );
+	return bRetVal;
+}
+
+
+//-----------------------------------------------------------------------------
+// Purpose: Creates the directory, returning true if it is created, or if it already existed
+//-----------------------------------------------------------------------------
+bool BCreateDirectory( const char *pchPath )
+{
+#ifdef WIN32
+	std::wstring wPath = UTF8to16( pchPath );
+	if ( ::CreateDirectoryW( wPath.c_str(), NULL ) )
+		return true;
+
+	if ( ::GetLastError() == ERROR_ALREADY_EXISTS )
+		return true;
+
+	return false;
+#else
+	int i = mkdir( pchPath, S_IRWXU | S_IRWXG | S_IRWXO );
+	if ( i == 0 )
+		return true;
+	if ( errno == EEXIST )
+		return true;
+
+	return false;
+#endif
+}
+