I have the same problem. I "solved" it by removing the non-english letters from the foldernames where the word file is. For example, I had a folder named Gruppövningar and I couldn't open any file in that folder. So I renamed it to Gruppovningar and suddenly it works.
I respectfully disagree that you have the same problem, but that you have a common and long-standing problem with using the same character encoding - and that your issue may yet be addressed in a future build. I recall having to address the same problem you're describing as far back as Office 98/97 (Mac/Win, respectively) - and I know that Apple went as far to post a filename conversion utility -
for OS 9 (
https://support.apple.com/kb/DL355?viewlocale=en_US&locale=en_US) - on their website to ensure that filenames created on other platforms could be converted in batches to Unicode.
Your problem with diacriticals affects many XML-based applications - including Sharepoint, Project, BBEdit, Word, Excel, (several versions of) SAS, Google Chrome, and so many others. Try searching for a web site with Chrome that offers up words with "ö" in it - then use the Find command for that character, and you'll find that every single "o" is highlighted. Annoying, that. And, I'm part Swedish, so I get it...
Search the internet for "xml encoding problem" and you'll get an idea of how far back this file naming issue goes back, especially with file exchanges between Unicode and UTF-8/16 encoding.
Office stores the filename in a hidden header, in the file encoding format you've designated. If your file's text encoding is different than the OS that created the destination (folders), you'll likely have the "I can't find the file you want" dialog (I'm not being literal with this). Any time one uses a diaeresis or other diacritical in a filename, the file system and OS system must be either compatible or the applications you're using can automatically pick up encoding (like TextEdit). That "ö" is digitally interpreted so many ways -
http://graphemica.com/ö - make sure your Mac is talking appropriately to its applications!