Elasticsearch 5.5 custom logs directory error: Unable to create logger at ''

I try to install elasticsearch as Windows service. I set the environment variables to change the data and logs path with DATA_DIR and LOG_DIR.

If the LOG_DIR is not created yet, and it is only 1 level, the directory will be created (as expected).
The problem is when I specify LOG_DIR with nested directory and the directory doesn't exist yet, it will throw error:
Unable to create logger at ''
For example:
LOG_DIR=D:/test/logs
If this location doesn't exist, the error will occur.

Is there any way to tell ES to create the directory recursively?
Thank you!

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