Are there any other directories that have contents in .../Archive/2021?
Note that by default, PhotoStructure will “skip over” empty interstitial tags that only have one child tag and no direct assets.
If you don’t like this, set fastForwardEmptyTags=false.
See https://forum.photostructure.com/t/volume-id-shows-as-a-tag/754/5?u=mrm for details.
(Also, I checked and there really isn’t a way to “escape” a forward-slash in a filename on POSIX systems, so I don’t think that’s what we’re fighting here.)