A colon ( :) is not allowed in the file name. It is reserved for distinguishing drive letters, etc. In DOS path names. Instead, you can use the underscore ( _) character :
set dt=%date:~7,2%-%date:~4,2%-%date:~10,4%_%time:~0,2%_%time:~3,2%_%time:~6,2%
, 10:00 . , :
set hh=%time:~0,2%
if "%time:~0,1%"==" " set hh=0%hh:~1,1%
set dt=%date:~7,2%-%date:~4,2%-%date:~10,4%_%hh%_%time:~3,2%_%time:~6,2%