Now that you have that error, can you test something for me very fast, please?
Instead of importing vst and midi with the normal "Import..." option, can you do it with "Append..."?
Append is just the option above Import.
Also, you'll have to choose in "Files of type" the "All files" option to be able to select something not being ust.
I got recently a tip that that works for fixing that error and I want somebody with that bug to test it.
Thank you. Now some tips about the classical fix. I'm not an expert so maybe you want to wait for more help, but this is how I run it even with no AppLocale at all.
Does your voicebank (the default voicebank you have selected) have hiragana names within the samples?
Maybe it'll show as squares and weird stuff. Ah, not only the hiragana makes this error, some symbols like ↑ and ↓ gives problems too and are quite used in "romaji" voicebanks (I think it's better to use + and - and just alias the arrows).
The problem of "bad file name" comes from a file UTAU is trying to use and it happens to have an error in the name.
Oh, use the zip option instead the installation, of course. That's why the "use winrar" for UTAU.
Hmm, I suggest you to re-unzip UTAU in another folder and start from zero with that one(you'll have to reconfigure, sorry).
Ah, also always unzip the voicebanks with the "AppLocaled" winrar (or winzip, etc. I use "AppLocaled" IZArc).
Also, the new versions of UTAU does a "tunning" of defoko the first time you run the program so even if at the start defoko had no filename problems, after the first run it can happen to have them. Just delete defoko, sorry. There is a romaji conversion on this forums for a romaji Uta Utane, I think... but it's oto-less (ugh).