It's a known issue that folder or file might be "missing" if not purely in English. Workaround is below (say you want to keep Chinese in your folder or filename):
folder name: 01.小说.Ebook
folder name: 02.诗歌.Ebook
filename:y.倚天屠龙记.epub
filename:t.唐诗三百首.pdf
The rule is: English.non-English.English
I use above method to manage my hundreds of Chinese books, it works perfectly. BTW, sub-folder is good as well as long as it follows the rule. I have PRS+ installed on my 505 for sure