Non ASCII characters have to be URL-encoded as per WebDAV RFC. Your server fails to do that. Please report the problem to the server vendor.
Listing the files in a directory, names with non-ASCII characters are not displaying at all in the UI. They do however appear in the logs.
Running the WebDAV server on MarkLogic Server 9.0-3.1.
As the WebDAV is defined as always using UTF-8, there seem to be no settings on the server or the client specifying the character encoding to use.
In the logs, you can see that there is effectively a file called
/configuration/security/cfrole/Pêcheur.xml but the last 4 lines or so of the log show that it doesn't show up in the listing displayed to the user.
The same queries work fine using CyberDuck, cURL and other WebDAV clients.