@Lucas Rangit Magasweran thanks for the report. I committed the fix for download API wget.download('http://localhost:8000/test/یـــــــــاد.zip') on Python 2 + Windows by changing the filename parameter from str to unicode, but it seems like a can of living unicode worms. =)
I think I might need to bump code to a new version, because I don't have proper test coverage and need to rely on bug reports to collect those worms.
BTW, do you know how to setup testing environment to spin up a web server like you've mentioned (which is, BTW, appeared to be very helpful to work on this bug report).