What can be done with file encoding in mac in Cyrillic?

Question

Programming

Greetings
Situation:
- I create any file, with any extension, in any folder
- I use the Cyrillic alphabet in the file name - there
is a problem with the letters й and ё
If the file name contains Russian letters й and ё , then they are somehow replaced, perhaps in another encoding. They look like they should look - correct, but something is wrong with these letters in the file name.
How did I notice it? - I created a file with the letters d and ё , copied the file name and pasted it into the sublime search field - this is what comes out:

I need to use the Cyrillic alphabet in the file names. If someone faced this, please tell me how to fix the situation.
PS
If I create, for example, a YYY.txt file on the desktop, place the file on the server, then copy the file name directly from the file on the desktop and paste it into the browser (site.ru/YYY.txt), then the file will not found on the server, but if I copy the file name from the server and paste it into the browser, the file will open.