eMule on Wine needs an UTF-8 set locale for moving-files-after-downloading to work. Otherwise, this problem will occur. To confirm this is your issue, you will notice this problem doesn't happen when the downloaded file name contains only ASCII characters.
You can also confirm you don't have an UTF-8 locale set by issuing locale. In Docker, for Debian based images, it returns POSIX for most LC_ items when it's unset.
The fix is to set an UTF-8 globally, or on eMule launch. To generate a locale, for example en_US, run this either at image creation or in entrypoint:
echo "en_US.UTF-8 UTF-8" > /etc/locale.gen && locale-gen && \
echo "LANG=en_US.UTF-8" > /etc/default/locale
And then either set the locale globally at image creation with:
ENV LC_ALL="en_US.UTF-8"
Or at eMule launch with:
LC_ALL=en_US.UTF-8 wine ~/.wine/drive_c/Program\ Files/eMule/emule.exe
This problem is unlikely to happen on a desktop install, which probably will already have a correctly-set locale. In desktop installs, the easier solution is to run dpkg-reconfigure locales.