Steps to reproduce:
- Install Windows 7
- Create user
a_ä_α_Б - Launch installer (Tested for 0.16.2 and current master)

Steps to reproduce:
a_ä_α_Б
I've started looking into some of these issues. Using a binary compiled on WSL, launching for the first time (Windows 10) we can't create the data directory: <img width="492" alt="wsl" src="https://user-images.githubusercontent.com/863730/43512479-c7c4f7f8-95ad-11e8-9fd7-5b758f8cc606.png">
Potentially fixed by #13827
An alternative to fix this would be to bump to Ubuntu Focal in gitian. This is fixed in nsis3. https://packages.ubuntu.com/focal/nsis
This is probably fixed by #21036
I can confirm this bug on Windows 10 Pro (20H2, build 19042.804):
