If I include a file in my installer that has Russian characters and use LZMA compression in the Media -> Archive selection, I get the following error when trying to copy the Russian file to the target PC:
"Source file not found: <path to my file>. Verify that the file exists and that you can access it." Also, the name of the file is shown with all rectangles (un-printable characters), even though the file name of the original source file I used to build the installer shows up just fine.
However, if I select "Archive installation files into CAB files" this problem does not occur.
I can reproduce the problem with a simple installer project if you need one.