Address Sanitizer - How to set >1 ASAN_OPTIONS?

I'm on Windows using Visual Studio compiler.
I'm using /fsanitize=address to compile with AddressSanitizer.
I run my exe from command line.

I want my exe to

1. continue on ASAN errors and
2. write all ASAN errors to a logfile

The documentation of ASAN_OPTIONS suggests the following syntax:
set ASAN_OPTIONS=continue_on_error=1:log_path=log_file my.exe

However, I only can (partially) succeed, when I
a) omit the exe name AND b) use only 1 option

When specifying the executable name, I always get the error
Internal error duing continue on error: Fail on write()
(no matter
whether I use the full path name or the exe file name only,
or if I'm in the exe's directory or not)

And when using more than 1 option, only 1 option is working.
I tried the delimiter characters (space) and :.
Surrounding the whole option string with quotes (") is counterproductive: then no option is recognized at all.

Edit after @yugr's answer: I experimented a little further and experienced the following:

• 2 options:
  >set ASAN_OPTIONS=log_path='D:\_tmp\log_file':continue_on_error=1
  continues, but does not writa a logfile
• exchanged option order:
  >set ASAN_OPTIONS=continue_on_error=1:log_path='D:\_tmp\log_file'
  continues, but does not writa a logfile
• logfile only:
  set ASAN_OPTIONS=log_path='D:\_tmp\log_file'
  works: does writa a logfile
• different delimiter: space
  >set ASAN_OPTIONS=continue_on_error=1 log_path='D:\_tmp\log_file'
  continues, but does not writa a logfile
• exchanged option order with delimiter space:
  >set ASAN_OPTIONS=log_path='D:\_tmp\log_file' continue_on_error=1
  continues, but does not writa a logfile
• different delimiter: semicolon
  >set ASAN_OPTIONS=continue_on_error=1;log_path='D:\_tmp\log_file'
>my.exe
Internal error duing continue on error: Fail on write()

Edit end.

I tried the option log_path with

1. stderr
   => AddressSanitizer output occurs on stderr instead of stdout (note: the doc states a default value of stderr, which is obviously not the case here)
2. log_file
   => works (the file log_file.<pid> occurs in the current directory, not in the exe directory)
3. D:\_tmp\log_file
   => gives AddressSanitizer: ERROR: expected '=' in ASAN_OPTIONS - don't know why:
   > echo %ASAN_OPTIONS%
log_path=D:\_tmp\log_file

Any hint is highly appreciated on the 3 dubieties (exe name in options, >1 option, path in log_path option).

The documentation of ASAN_OPTIONS suggests the following syntax: set ASAN_OPTIONS=continue_on_error=1:log_path=log_file my.exe ... When specifying the executable name, I always get the error

That syntax is Linux-specific. On Windows you should run it with two separate commands

> set ASAN_OPTIONS=log_path=log_file
> my.exe

Multiple flags in ASAN_OPTIONS can be separated via : or (whitespace):

> set ASAN_OPTIONS=verbosity=2:log_path=log_file
> set ASAN_OPTIONS=verbosity=2 log_path=log_file

D:\_tmp\log_file => gives AddressSanitizer: ERROR: expected '=' in ASAN_OPTIONS - don't know why:

Yes, this is a (mis)feature of Asan - it treats any unescaped colon as option separator so when you do

set ASAN_OPTIONS=log_path=D:\_tmp\log_file

it treats "\_tmp\log_file" as second option and fails to parse it. You should escape filename to prevent Asan from doing this:

set ASAN_OPTIONS=log_path='D:\_tmp\log_file'

2 options: set ASAN_OPTIONS=log_path='D:_tmp\log_file':continue_on_error=1 continues, but does not writa a logfile

exchanged option order: set ASAN_OPTIONS=continue_on_error=1:log_path='D:_tmp\log_file' continues, but does not writa a logfile

This happens because continue_on_error=1 forces output to stdout and overrides the log_path setting.