If you hit this error message below, it is likely due to your custom index location path having a trailing backslash.  For a custom index path, you need to specify the path as DRIVE:\folder_name and not DRIVE:\folder_name\.

Set-SPEnterpriseSearchQueryTopology : Topology activation was aborted because of System.ComponentModel.Win32Exception: The filename, directory name, or volume label syntax is incorrect
   at Microsoft.SharePoint.Win32.SPNetApi32.CreateFileShare(String name, String description, String path)
   at Microsoft.SharePoint.Administration.SPServer.CreateFileShare(String name, String description, String path)
   at Microsoft.Office.Server.Search.Administration.QueryComponent.CreatePropagationShare(QueryComponent component)
   at Microsoft.Office.Server.Search.Administration.QueryComponent.ExecuteCurrentStage().

To retry the activation, run the cmdlet Set-SPEnterpriseSearchQueryTopology -Active. If the error persists, restart t
he activation by calling the CancelActivate() method on the query topology object, and then calling Set-SPEnterpriseSearchQueryTopology -Active.