1) Windows 7 provides to choose a "system locale" that "controls the language used when displaying text in programs that do not support Unicode".

Mine is set to "Greek(Greece)". This can be found in Control Panel/Language and Region/Administrative. Is this relevant?

2) Regarding the native controls, I found in the Registry

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Nls\CodePage

the values

ACP 1253
MACCP  10006
OEMCP 737

Alecos Papadopoulos
PhD Candidate
Athens University of Economics and Business, Greece
School of Economic Sciences
Department of Economics
https://alecospapadopoulos.wordpress.com/
cell:+30-6945-378680
fax: +30-210-8259763
skype:alecos.papadopoulos

I may have misunderstood, but if by "mixed language filename" we mean
something like "Correlated???.inp/.gretl/.gdt",

You've got it, Alecos, that's what we're talking about: file names
including characters associated with more than one language. Though
see below for a refinement of this point.

I report that my Gretl, gretl 2018a,  MS Windows (X86 64) build date
2018-03-17 appears to have no issue with seeing the file name, or with
opening by directly double clicking files with mixed language filenames as
above and with any of the above extensions, and without Gretl running prior
to the double clicking.

I have Windows 7 64-bit.

Thanks, that's very helpful. I guess you are running Windows in Greek,
or at least using the Windows-1253 "code page" which supports both
English and Greek characters. The real problem we're working on is not
exactly "mixed languages" as such but rather "mixed code pages", that is,
file names which include characters that are not represented in the
active Windows code page. Examples would be Greek or Cyrillic characters
when your code page is set to Western European (CP 1252). I think this
is the case for Periklis, who reported the problem.

Allin