As reported by sbrenner in MDL-66245:

This is not fixed completely.

Moodle objects like course titles and forum post titles containing a question mark are not exported correctly in GDPR data export requests on Windows servers.

Taking a look inside the logs shows that this results in moodle trying to create subfolders with a question mark in their name in the temp folder which results in the file not being saved correctly (line 97 of \privacy\classes\local\request\moodle_content_writer.php: call to core_privacy\local\request\moodle_content_writer->write_data()).

Unfortunately the overall processing succeeds and the user gets his export zip file. The problematic contents is missing however.

If a sub folder that moodle tries to create contains a space at the end of the folders title, errors appear in the logs and the export creation fails:

[20-Apr-2021 10:09:12 Europe/Berlin] PHP Warning: file_put_contents(C:\Users\ADMINI~1\AppData\Local\Temp/requestdir/Z7Vw\607e8bd772f60\607e8c1dbed81\System _.1\Kursbereich Archivierte Ältere… _.6010\Kursbereich Marketing… _.6014\Kurs 3 - MM71.a Projekt des ang… _.38337\Forum Ankündigungen _.38342\Themen\8023-laptop \data.json): failed to open stream: No such file or directory in D:\www\moodle\privacy\classes\local\request\moodle_content_writer.php on line 395