Just tested a file named "dödel.com"... and it got blocked as expected (in the SMTP Proxy). Did you use the POP3 Proxy? What Filename did you use and what filter?
I tested a file named männerküche.mpe and it pass thru. Renaming the file in maennerkueche.mpe it got blocked as configured in the file extension filter in -Proxies - SMTP -Content Filter - File Extension Filter.
