Could be possible, yes. French uses various characters that are exclusive to that language (like a lot of countries). It is normally not good to use them in file names, as in the long run you will encounter problems. Even if your game would somehow be working on the website, others may be running into problems with your next project that is to be installed locally, for example.
The best way to avoid this is to use a set way of naming your files and sticking to it. For example Hero01_B . As long as you stick to english alphabet, you shouldn't encounter any problems. You also shouldn't use any special characters like spaces, though. I think brackets are okay, as well as _ . So you still have some room of formatting your files.
Edit: So I've actually checked which special characters are allowed and... this is more complicated than it should be. The general gist for file naming seems to be that you better only use - or _ . Some others may be allowed depending in which scenario they are being used. It is also important to note that you should definitely avoid using special characters at the start or the end. Using a letter of the alphabet first is also recommended. Again, there can be exceptions depending on where it is used. For example RPG Maker specifically uses ! and $ at the beginning of a filename to work with that file in a certain way.
They also don't mention brackets, or rather some state they are not good to be used. Which means I probably have to go back and change my filenames for a third time *sigh*. I actually doubt that every case of special letters will get you in trouble, so maybe some things are a bit overreacting. But the question is how much can you avoid using them to not risk needing to change all names again after you've used them in your project already.
Also, obviously special characters from your native language are still forbidden. Had to learn that the hard way when I was younger, as well.
Hope that helps!
Edit 2: Yes.
I've checked some more and, specifically for html, it seems that some are stating you shouldn't even use _ . Also, you should write in lowercase only.
... I think that covers it. Honestly, I've never seen a more nit-picky naming convention in my life.