Since Vim 8.0, vim is outputting dotfiles into my directories

Question

I just upgraded to Vim for Windows 8.0, and despite the fact that I have this in my _vimrc:

set backupdir=C:\Windows\Temp
set backupskip=C:\Windows\Temp
set directory=C:\Windows\Temp
set writebackup
set noswapfile

... Vim still writes a file like .myfile.txt.un~ to the same directory when I save the file I'm editing. How can I get this to save somewhere else so as not to clutter up the directory?

Answer 1

OK I just realized that it's the undo functionality, and therefore I need to set the "undo dir". Once I do this it stops write the files to the same directory:

set undodir=C:\Windows\Temp