check book simply renames the files and all references to them. I dont see how that could break anything. If the Kobo is indeed having trouble with it, that is a bug in its firmware. Just ignore the warning in check book, its a warning not an error. And the next version of calibre will replaces spaces in fonts when converting docx to keep epubcheck happy so the issue is moot anyway.
If you want to report bugs see:
https://calibre-ebook.com/bugs