Weird error. Seems to imply tar isn’t working. @rok_cesnovar knows (a lot) more about Windows than I do, so he might have a good suggestions, but I checked to see if I could find any similar issues reported and the closest thing I’ve seen to this is
which ended up being solved by
(However that was with Rtools42 and it looks like you have 43, so I’m not sure if it’s relevant.)
Worst case scenario I guess you could download CmdStan and unpack it yourself and point cmdstanr to the location using set_cmdstan_path() and then run rebuild_cmdstan().