Your screen shot shows the files suppressed in the assembly file. If those files exist under those names then either the assembly had them suppressed when it was saved (unlikely) or it is looking for those files in a different directory than they exist on your system. I suspect it is the latter case.
I have had many files from Taiwan and China with Chinese characters for the file names. SWX doesn't care; a SWX file is a SWX file regardless of what it is called.
My suggestion is to open all the files involved, starting with the part files. The assembly will see the open part files and will properly reference them. Once the files are open you can then go to individual part files and "Save As" to your part name. With the assemblies still open that reference these part files they will be updated to reference the part files under their new name.
You can also rename the files using the "Find References" of the assembly. However, you should still have the part files open first and make sure the assembly properly references them, i.e., shows the part files unsuppressed.
Your screen shot only shows what you see from the assembly file. It does not show the list of files with their extensions as you would see them from a Windows Explorer screen. If I recall correctly SWX keeps the SLDPRT, SLDASM and SLDDRW file extensions regardless of language so you should only have to deal with the filenames and not the extensions. I don't recall ever having to do anything but rename the files into something I could understand. I never had to deal with the file extensions to the best of my recollection.
Regarding the Chinese language for naming the features, if you are expecting SWX to translate these into English or some other language you are just adding something to your New Years Resolutions, because it too isn't going to happen. Perhaps in SWX 2020.
- - -Updraft