Octave on Linux has no problem with UTF-8 filenames, it can read from and write to such files without problem.
It's true you cannot use non-ASCII UTF-8 names for script and functions, since in that case the file name is also the command/function name. But that's a statement about valid identifiers, not supported filenames. Every language I know of has restrictions on identifiers.
It doesn't :
On Linux :
- Can't use Unicode filenames
- Can't use Unicode identifiers
(- Actually, you can use Unicode in comments, not sure why I wrote that...)