Previously I was reluctant to use JDownloader 2 BETA version. The main reason is that I will see boxes when the files contain Japanese characters. But this problem solved now.
As I am using Arch Linux, the JDownloader 2 is installed at /opt/JDownloader. We have to create two files:
The GuiTranslation.en_custom.lng is a copy of GuiTranslation.en.lng. So that the interface is still using English language. Then LanguageFileSetup.en_custom.lng is a copy of LanguageFileSetup.ja.lng. So that the font is using Japanese language font instead.
Open the JDownloader, change the User Interface language to “English (CUSTOM)”. Restart. Now, I can read the filenames properly.