"OpenSSL doesn't seem to support paths not encodable to the ANSI code page on Windows. I suggest you to report the issue to the OpenSSL bug tracker: (...)"

For example, it wass already requested 6 years ago on the openssl-users@openssl.org mailing list:
http://comments.gmane.org/gmane.comp.encryption.openssl.user/38104

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Oh, another link is more useful:
https://stackoverflow.com/questions/2401059/openssl-with-unicode-paths

"you will have to manually load the certificate files yourself using standard OS file I/O functions that support Unicode paths, and then parse the raw data and load it into OpenSSL, such as via PEM_read_bio_X509 with sk_X509_NAME_push, PEM_read_bio_PrivateKey/d2i_PrivateKey_bio with SSL_CTX_use_PrivateKey, d2i_X509_bio/PEM_read_bio_X509 with SSL_CTX_use_certificate, etc."