That sounds like your kernel refusing to create that file, nothing to do with Go.

  $ cat main.go
  package main

  import (
   "log"
   "os"
  )

  func main() {
   f, err := os.Create("\xbd\xb2\x3d\xbc\x20\xe2\x8c\x98")
   if err != nil {
    log.Fatalf("create: %v", err)
   }
   _ = f
  }
  $ go run .
  $ ls -1
  ''$'\275\262''='$'\274'' ⌘'
  go.mod
  main.go