I could not reproduce this problem using IntelliJ 14.0.2 (Community Ed.) + Cursive 0.1.43. My IntelliJ Leiningen conclusion:
C:\ProgramData\chocolatey\bin\lein.bat version Leiningen 2.5.0 on Java 1.8.0_25 Java HotSpot(TM) 64-Bit Server VM
You can try using Process Monitor to find out which file it is trying to access.
Configure it only for "Show file system activity", exclude any Result = SUCCESS entries and try again. You will still receive many events, but I hope if you apply more filters, you can determine which file it is trying to access.
Another thing: do any anti-virus / malware programs work? How about if you try to disable it?
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