I think it's generally a good idea to stick to ASCII when naming files or you will run into problems, not every software developer is thinking about how to set things up to work with foreign languages and every possible file system, it'd be like complaining something doesn't work properly on an Amiga's file system.
CD's are old and largely obsolete media, and the only real answer is to be more careful mixing new standards with old standards. forward compatibility is tricky and there's always going to be unavoidable issues.