cp: cannot create directory `/mnt/Desktop/WebSites/foo/www.johndoeandjanedoe.com/ru/\321%81ка\321%87

These messages look like the underlying software you're using to do the mounting cannot handle the special characters that wget is using due to the --restrict-file-names=windows argument.

cp: cannot create directory `/mnt/Desktop/WebSites/foo/www.johndoeandjanedoe.com/ru/\321%81ка\321%87а\321%82\321%8C': Protocol error

Per the wget man page

--restrict-file-names=modes

Change which characters found in remote URLs must be escaped during generation of local filenames. Characters that are restricted by this option are escaped, i.e. replaced with %HH, where HH is the hexadecimal number that corresponds to the restricted character. This option may also be used to force all alphabetical cases to be either lower- or uppercase.

...

When "windows" is given, Wget escapes the characters \, |, /, :, ?, ", *, <, >, and the control characters in the ranges 0--31 and 128--159. In addition to this, Wget in Windows mode uses + instead of : to separate host and port in local file names, and uses @ instead of ? to separate the query portion of the file name from the rest. Therefore, a URL that would be saved as www.xemacs.org:4300/search.pl?input=blah in Unix mode would be saved as www.xemacs.org+4300/search.pl@input=blah in Windows mode. This mode is the default on Windows.