I think the main obstacle is whether the operating system of any of your device refuses to use those characters in the file name. Nowadays, I don’t think it will pose as a major problem to use these kind of characters for filenames.
The one character I’ve so far have got a problem using is ? as they’re not legal in filenames on Android, and / since that is used as a folder separator. Other than that, I can’t think of any characters not being possible to use in a filename.
As a very simple proof of concept:
This is a file I just made, which is the the four accented characters for starters, and the word “problem” in the languages of “Gujarati”, “Simplified chinese” and “Tajik”. (Neither of which I speak, but the characters look interesting… )