That's quite unfortunate, we have recently added a library to our muxing software to remove invalid characters when we append the episode title name in the file name. We don't see any illegal characters in any of these filenames, however the filenames may very well be too long for the default windows file system to correctly apply a path to the files. The problem is also compounded when extracting to a deeply-nested destination folder. We only use windows for our entire process, but we also have installed several applications that usually remove the character limit in paths. That being said, try removing the 160-character limit from windows using whatever manner you see fit and see if that resolves the issue for you.
Apologies for the inconvenience, we try to keep as much relevant information in the filenames for both human readability and machine automation and this is the resulting mess. This was especially important for Princess Principal due to the differing episode orders between releases.
If removing the limit does not work, we invite you to troubleshoot this issue with us on the listed discord server and if all else fails, we will modify the filenames, package as a zip, and upload the archive.

This is unrelated and awkward, but the Crown Handler 3 HEVC file is not ours. Well, it is ours, but we did not encode it. We made the silly mistake of copying the entire folder from our media center and along with that came this unknown file in our release. Apologies for the stray.

Best of luck,
-Sav1or

I'd usually expect the downloader application to automatically remove/replace illegal characters - have you tried raising an issue with the downloader?