Hi Mathieu,
I have downloaded 5.7 version at
https://www.paraview.org/paraview-downloads/download.php?submit=Download&version=v5.7&type=binary&os=Windows&downloadFile=ParaView-5.7.0-Windows-Python3.7-msvc2015-64bit.zip
After same process(Trace-> python shell -> run scripts), I still got same result, here is the screenshot, filename is not decoded correctly:
Maybe system encoding of my OS(Windows) is different from yours?