When it comes to japanese fangames, even translated, you are always required to have the Japanese locale on your computer to make them work, or else the files names will be messed up once the download's over, leading to these kind of errors - because, you know, ASCII and shit. You can change that locale by changing the location in the Region section of the control pannel. So yeah, AppLocale is basically useless if the computer's "language" (if I can say so) doesn't match.
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