Features 8.x-3.7 not writable on Window's Ubuntu
It looks like you are using something like a virtual machine (Vagrant?) with a shared windows file system.  The problem is that Windows permissions don't map well to Linux ones.  That is why the chmod error is happening.

You may need to get your webserver running under the same user you share the file system under, e.g. the vagrant user.

Personally, I have never gotten a stable way to have Features write to a windows share. There always seemed to be a gotcha in the ones that worked.  I've just excepted that I had to download the feature archive, unpack it, and copy it to the site on the Windows side.  

But your situation may be different.