I met the same problem with cyrilic code page.
It seems the problem is in utf8 - windows does not run programs with
one-byte locale "utf-8", while other OSes (freebsd, linux) returns file
names to the program in utf8.
I was able to work around this problem by running nginx via cygwin on
I compiled nginx from source under cygwin and the problem disappers.
Good luck. Sorry for my english.
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