Now I downloaded archive '7zip конструктор.zip' with 'Download archive' button on the right, but I still can't replicate your issue in FC XE 698 x86 under Windows XP SP3. I see unicode in archive without any problems.
I even decided to renamed file to 'UniExtract_7zip конструктор.zip' (who knows, what can cause problem), but all is shown fine.
My regional settings are Russian, but Windows XP is English (ENU) with Russian MUI installed.
As I see from your first post, in FC XE you have problems with unicode (first screenshot), but on the second screenshot (I think it was done in Total Commander) all is fine for you. It's really strange...
I use many file managers for testing purposes and had similar problem with MultiCommander long time ago. I even made topic about it
http://forum.multicommander.com/forum/i ... 012.0.html and made fix suggested by developer. Try to download MC and type a command in it.
As Matias (MC developer wrote) - Zip does no support Unicode, There is an extension to the standard that gives support for UTF8 and MC do support that. But not many programs uses UTF8 when creating zips. So may be the problem is in Yandex disk method of packing to .zip with unicode support.
But I had no such a problem with FC XE or Total Commander ever. All files were always shown in a right way.