Currently the redirection rules only redirect items in the root of the directory in which the redirection rule is specified - for instance C:\Temp
Any folder within C:\Temp Can be created but the contents within those folders spit an error out thinking the parent folder within C:\Temp "does not exist"
The other way round works fine so - wherever you are redirecting to - let's say C:\Users\__USER_NAME__\AppData\Local\Temp - You can create as many folders and files here and they show up in C:\Temp completely fine with no errors
To Get round this currently I use Symbolic Links but they're dirty and flaky - I would prefer using the feature FSLogix Offers - I just believe it needs some additions