”SHEPHE~1.EPU” is definitely the old file system limitations, 8 characters for the name, 3 for the extension, adding the ~# when it shortens the name. As to why your system is doing that on just a few random file, no idea, unless it just doesn't like the combination of characters. I occasionally get them popping up depending on the program, but it's very rare (I'm still on WinXP).
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