I will share the observations:
I have 2 identical usb drive. One ntfs, other fat32. On both I create a directory "Новая папка" (new folder) and "новый файл.txt" (new file.txt)
We connect both and we watch contents after mount in the console of the thin client:

ls /media/ntfs_drive/
Новая Папка  новый файл.txt  System Volume Information

ls /media/fat32_drive/
:041d:043e:0432:0430:044f :043f:0430:043f:043a:0430   :043d:043e:0432:044b:0439 :0444:0430:0439:043b.txt   System Volume Information

Later we go on the server.
We open on the ntfs_drive server and we see normal Russian names of the file and a directory. It is possible to create new objects with the Russian names without problems. Checked even the Ukrainian alphabet. Everything is OK!

We open on the fat32_drive server. There is a directory": 041d: 043e: 0432:0430:044f: 043f: 0430:043f: 043a: 0430" and file": 043d: 043e: 0432:044b: 0439: 0444:0430:0439:043b.txt". It is impossible to create directories/files in Russian

sshfs transfers such names of files/directories with what them defined when mount...

To exclude randomness checked several times

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