Thank you for the report. I can confirm the issue.

Hey Halla, did you reproduce this on Windows? 

Testing just now on Linux I was able to successfully use "File > Render Animation" to export an animation video with the names "虫" and "错误" without errors. In both cases the exported video had the correct name and played back just fine.

I did find that the I had problems with hanzi rendering as boxes, as well as (Japanese, in my case) IME input, but I think that's probably because I'm testing in the docker environment, since it's the same everywhere in the program.

Yes, I confirmed this on Windows

*** Bug 509151 has been marked as a duplicate of this bug. ***

This also happens with Russian characters (Cyrillic).
I get something like: "ҥ񲮢࿠୨젶" instead of "Тестовая анимация" in the .log file after an awkward export attempt.

As a temporary solution:
1) Enable the English language in your Krita (since otherwise, the animation frames will have localized file names when exported, which the user apparently cannot influence)
2) When exporting animation, use only English characters in the title.

Apparently, the problem lies with Krita's built-in ffmpeg. It supports fewer formats and apparently doesn't understand foreign characters well.
All you need to fix this is to specify the path to your own ffmpeg download.

*** Bug 510184 has been marked as a duplicate of this bug. ***

*** Bug 509010 has been marked as a duplicate of this bug. ***