@Yako - how is the disk you are saving to formatted?
If its a thumb drive it may be FAT32 in which case the characters .|\?*<":>/ are reserved. Calibre will substitute an underscore '_' for those when you Save to (a FAT formatted) Disk.
And is the ellipsis a real one or three dots? Even on Windows you can use a real ellipsis, but not three dots.
BR
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