The problem seems trivial, but could not find a solution so far.
C:\\Users\\User>\"C:\\Program Files\\Java\\jdk1.8.0_112\\bin\\java\" -jar \"D:\\Valya\\Учёба\
Firstly, -Dfile.encoding=UTF8
has nothing to do with filenames, but has something with filecontents.
And the sweet part.
Go to Related settings.
Then click on Change location...
And set the proper country
So, it finally works, but I hope someone provides details on this.