Using the Windows installer for version 2.0.3+ of G'MIC

That’s probably the reason yes, G’MIC does not support UTF-8 or extended coding in strings and filename.
This is annoying indeed…
I would suggest defining a variable environment %GMIC_PATH to a path with only “standard” characters in it. It will be used by G’MIC as a new path to store all G’MIC-related files.