I think I now see what will have to be done to get this working.
Up till now we've been assuming that filenames on Windows are
representable in the character set of the locale Code Page. In
general one would expect this to be the case (it doesn't mean one is
restricted to ASCII, just to a single Code Page) but it doesn't hold
for the sort of mixed-language filenames that you describe. To
handle such filenames we'll have to make extensive use of Windows
"wide-char" APIs, such as GetCommandLineW.
About that puzzling error message, where the path in question
contained the string "test" while the actual path contained
tau-epsilon-sigma-tau: it was Windows that "helpfully" did that
transliteraion before giving the filename to gretl, because the
Greek characters are not in your Code Page.
Allin