This is a limitation of the CFITSIO library on Windows (lack of Unicode support). This problem does not happen on Linux and macOS.
I'll see if this can be avoided in our FITS support module, but I won't modify CFITSIO's source code so I don't guarantee anything.
At any rate, using characters outside the Latin-1 Unicode block (or ISO/IEC 8859-1) in file or directory names to store raw data is calling for interoperability problems. I don't think this is good practice in an image acquisition application.